+170.9%
SCHW vs SE
+562.7%
-391.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.9% |
| 7D | -2.8% | -4.8% | +2.0% | -2.2% |
| 30D | -0.1% | -18.1% | +18.1% | +2.2% |
| 3M | +20.6% | +30.6% | -10.0% | +16.4% |
| 6M | +15.9% | +20.8% | -4.8% | +12.6% |
| YTD | +8.5% | -15.6% | +24.1% | +9.4% |
| 1Y | +17.8% | -44.2% | +62.1% | +24.6% |
| 3Y | +88.5% | +181.5% | -93.0% | +60.9% |
| 5Y | +60.6% | -66.9% | +127.5% | +65.0% |
| All | +170.9% | +562.7% | -391.8% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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