+59.6%
SCHW vs SE
-67.1%
+126.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.3% |
| 6M | +15.9% | +20.8% | -4.8% | +12.6% |
| YTD | +8.5% | -15.6% | +24.1% | +9.5% |
| 1Y | +17.8% | -44.2% | +62.1% | +24.7% |
| 3Y | +88.5% | +181.5% | -93.0% | +61.4% |
| All | +59.6% | -67.1% | +126.8% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling