+0.8%
SCHW vs SBAC
+2.4%
-1.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.3% | +4.3% |
| 7D | +5.2% | +5.8% | -0.6% | +4.9% |
| 30D | -4.7% | +20.8% | -25.5% | -5.4% |
| 3M | -11.9% | +4.8% | -16.7% | -12.1% |
| 6M | +2.7% | -9.1% | +11.9% | +2.5% |
| YTD | -5.6% | +3.1% | -8.7% | -6.7% |
| 1Y | +0.8% | +2.2% | -1.4% | -0.2% |
| All | +0.8% | +2.4% | -1.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling