+59.6%
SCHW vs SAN
+374.5%
-314.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -2.8% | -2.8% | 0.0% | -1.7% |
| 30D | -0.1% | -0.5% | +0.5% | +0.1% |
| 3M | +20.6% | +22.7% | -2.2% | +11.1% |
| 6M | +15.9% | +28.8% | -12.8% | +4.0% |
| YTD | +8.5% | +26.3% | -17.8% | -2.5% |
| 1Y | +17.8% | +48.8% | -31.0% | -1.4% |
| 3Y | +88.5% | +347.2% | -258.7% | -6.6% |
| All | +59.6% | +374.5% | -314.9% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling