+295.2%
SCHW vs SAN
+347.0%
-51.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -2.8% | -2.8% | 0.0% | -1.4% |
| 30D | -0.1% | -0.5% | +0.5% | +0.2% |
| 3M | +20.6% | +22.7% | -2.2% | +8.4% |
| 6M | +15.9% | +28.8% | -12.8% | +0.7% |
| YTD | +8.5% | +26.3% | -17.8% | -5.6% |
| 1Y | +17.8% | +48.8% | -31.0% | -6.1% |
| 3Y | +88.5% | +347.2% | -258.7% | -19.9% |
| 5Y | +60.6% | +383.8% | -323.1% | -37.1% |
| All | +295.2% | +347.0% | -51.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling