+15.7%
SCHW vs SE
-44.8%
+60.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.8% |
| 7D | -2.8% | -4.8% | +2.0% | -2.4% |
| 30D | -0.1% | -18.1% | +18.1% | +1.5% |
| 3M | +20.6% | +30.6% | -10.0% | +17.8% |
| 6M | +15.9% | +20.8% | -4.8% | +13.5% |
| YTD | +8.5% | -15.6% | +24.1% | +8.1% |
| All | +15.7% | -44.8% | +60.5% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling