+1,206.5%
SCHW vs SGI
+1,966.1%
-759.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.8% |
| 6M | +15.9% | -16.0% | +32.0% | +19.6% |
| YTD | +8.5% | -25.4% | +33.9% | +15.0% |
| 1Y | +17.8% | -21.6% | +39.4% | +22.8% |
| 3Y | +88.5% | +52.9% | +35.7% | +60.8% |
| 5Y | +60.6% | +47.5% | +13.1% | +33.9% |
| 10Y | +298.0% | +263.5% | +34.5% | +126.5% |
| All | +1,206.5% | +1,966.1% | -759.5% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling