+86.8%
SCHW vs SAN
+352.3%
-265.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -0.7% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -1.6% | +0.9% | -2.6% | -1.9% |
| 3M | +21.3% | +19.1% | +2.2% | +15.6% |
| 6M | +16.5% | +33.2% | -16.7% | +7.2% |
| YTD | +8.4% | +29.1% | -20.7% | +0.4% |
| 1Y | +15.6% | +50.2% | -34.6% | +2.3% |
| 3Y | +86.8% | +351.0% | -264.2% | +13.8% |
| All | +86.8% | +352.3% | -265.4% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling