+295.2%
SCHW vs SBAC
+83.0%
+212.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +1.3% |
| 7D | -2.8% | -5.3% | +2.5% | -1.7% |
| 30D | -0.1% | +0.4% | -0.4% | -0.1% |
| 3M | +20.6% | -11.9% | +32.5% | +23.4% |
| 6M | +15.9% | -4.5% | +20.4% | +15.9% |
| YTD | +8.5% | -4.3% | +12.8% | +8.1% |
| 1Y | +17.8% | -3.9% | +21.7% | +17.2% |
| 3Y | +88.5% | -11.0% | +99.5% | +87.9% |
| 5Y | +60.6% | -44.1% | +104.7% | +74.7% |
| All | +295.2% | +83.0% | +212.2% | +306.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling