+206.1%
SCHW vs SEI
+608.3%
-402.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +1.6% |
| 7D | -2.8% | +20.7% | -23.4% | -6.1% |
| 30D | -0.1% | +9.1% | -9.2% | -2.1% |
| 3M | +20.6% | -6.0% | +26.6% | +19.2% |
| 6M | +15.9% | +18.9% | -3.0% | +8.5% |
| YTD | +8.5% | +40.1% | -31.6% | -2.7% |
| 1Y | +17.8% | +120.6% | -102.8% | -4.9% |
| 3Y | +88.5% | +562.1% | -473.6% | +4.5% |
| 5Y | +60.6% | +954.5% | -893.8% | -26.6% |
| All | +206.1% | +608.3% | -402.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 all: compounded portfolio wealth divided by compounded SEI 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…
all analysis · Full analysis span regression · 6 months rolling