+59.6%
SCHW vs SFM
+211.2%
-151.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.9% |
| 7D | -2.8% | -8.8% | +6.0% | -1.7% |
| 30D | -0.1% | -14.5% | +14.4% | +1.8% |
| 3M | +20.6% | -16.8% | +37.4% | +23.0% |
| 6M | +15.9% | -5.3% | +21.3% | +15.7% |
| YTD | +8.5% | -9.4% | +17.9% | +8.8% |
| 1Y | +17.8% | -46.2% | +64.0% | +26.9% |
| 3Y | +88.5% | +81.3% | +7.3% | +68.1% |
| All | +59.6% | +211.2% | -151.6% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling