+15.7%
SCHW vs S
+9.3%
+6.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -2.8% | +0.1% | -2.8% | -2.8% |
| 30D | -0.1% | -11.8% | +11.7% | +0.8% |
| 3M | +20.6% | +33.9% | -13.4% | +17.0% |
| 6M | +15.9% | +40.1% | -24.2% | +11.2% |
| YTD | +8.5% | +32.1% | -23.6% | +4.8% |
| All | +15.7% | +9.3% | +6.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling