+59.6%
SCHW vs SGI
+45.9%
+13.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.6% |
| 7D | -2.8% | -4.9% | +2.1% | -1.5% |
| 30D | -0.1% | +1.6% | -1.6% | -0.6% |
| 3M | +20.6% | -3.2% | +23.8% | +20.7% |
| 6M | +15.9% | -16.0% | +32.0% | +19.9% |
| YTD | +8.5% | -25.4% | +33.9% | +15.5% |
| 1Y | +17.8% | -21.6% | +39.4% | +23.1% |
| 3Y | +88.5% | +52.9% | +35.7% | +55.8% |
| All | +59.6% | +45.9% | +13.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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