+57.3%
SCHW vs S
-57.8%
+115.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -2.0% |
| 7D | -1.3% | -5.8% | +4.5% | -0.6% |
| 30D | -0.4% | -9.2% | +8.8% | +0.5% |
| 3M | +21.7% | +23.4% | -1.7% | +18.1% |
| 6M | +13.0% | +36.9% | -24.0% | +7.8% |
| YTD | +8.0% | +29.5% | -21.5% | +3.5% |
| 1Y | +15.8% | +5.4% | +10.4% | +13.5% |
| 3Y | +87.7% | +14.7% | +73.0% | +77.6% |
| 5Y | +59.7% | -71.5% | +131.2% | +57.7% |
| All | +57.3% | -57.8% | +115.1% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling