+3,731.9%
SCHW vs SAP
+2,194.5%
+1,537.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -0.4% | +2.6% | -3.0% | -1.8% |
| 3M | +21.7% | +16.3% | +5.4% | +12.1% |
| 6M | +13.0% | +6.4% | +6.6% | +7.2% |
| YTD | +8.0% | -11.4% | +19.4% | +10.3% |
| 1Y | +15.8% | -20.4% | +36.2% | +23.8% |
| 3Y | +87.7% | +56.5% | +31.2% | +41.9% |
| 5Y | +59.7% | +56.8% | +2.9% | +17.7% |
| 10Y | +292.9% | +176.2% | +116.7% | +109.8% |
| All | +3,731.9% | +2,194.5% | +1,537.4% | +784.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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