+295.2%
SCHW vs SFM
+268.6%
+26.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.9% |
| 7D | -2.8% | -8.8% | +6.0% | -1.5% |
| 30D | -0.1% | -14.5% | +14.4% | +2.1% |
| 3M | +20.6% | -16.8% | +37.4% | +23.4% |
| 6M | +15.9% | -5.3% | +21.3% | +15.8% |
| YTD | +8.5% | -9.4% | +17.9% | +8.8% |
| 1Y | +17.8% | -46.2% | +64.0% | +27.4% |
| 3Y | +88.5% | +81.3% | +7.3% | +65.1% |
| 5Y | +60.6% | +211.9% | -151.3% | +25.5% |
| All | +295.2% | +268.6% | +26.6% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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