+86.8%
SCHW vs SFM
+82.1%
+4.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -1.9% | -10.6% | +8.7% | -0.7% |
| 30D | -1.6% | -15.5% | +13.8% | 0.0% |
| 3M | +21.3% | -17.4% | +38.7% | +23.4% |
| 6M | +16.5% | -3.4% | +19.9% | +15.9% |
| YTD | +8.4% | -8.7% | +17.1% | +8.5% |
| 1Y | +15.6% | -47.2% | +62.8% | +24.9% |
| 3Y | +86.8% | +82.7% | +4.1% | +74.3% |
| All | +86.8% | +82.1% | +4.8% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling