+51,225.6%
SCHW vs SAN
+2,079.3%
+49,146.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +20.4% | +19.6% | +0.7% | +9.2% |
| 6M | +13.6% | +32.7% | -19.1% | -3.3% |
| YTD | +7.7% | +26.7% | -19.0% | -6.8% |
| 1Y | +15.2% | +51.6% | -36.4% | -9.5% |
| 3Y | +87.1% | +348.7% | -261.6% | -19.4% |
| 5Y | +57.5% | +378.7% | -321.2% | -36.8% |
| 10Y | +295.1% | +336.9% | -41.8% | +55.7% |
| All | +51,225.6% | +2,079.3% | +49,146.3% | +7,963.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling