+451.9%
SCHW vs SFM
+117.5%
+334.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.2% |
| 7D | -1.3% | -5.8% | +4.5% | -0.4% |
| 30D | -0.4% | -11.4% | +11.0% | +1.4% |
| 3M | +21.7% | -12.2% | +33.9% | +23.6% |
| 6M | +13.0% | -5.2% | +18.1% | +12.8% |
| YTD | +8.0% | -4.5% | +12.5% | +7.5% |
| 1Y | +15.8% | -45.4% | +61.2% | +25.4% |
| 3Y | +87.7% | +91.1% | -3.4% | +62.0% |
| 5Y | +59.7% | +226.8% | -167.1% | +22.4% |
| 10Y | +292.9% | +291.9% | +1.0% | +173.9% |
| All | +451.9% | +117.5% | +334.4% | +339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling