+59.5%
SCHW vs SIRI
-41.5%
+101.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.9% | +0.6% | -2.4% | -2.0% |
| 30D | -1.6% | +2.5% | -4.1% | -2.1% |
| 3M | +21.3% | +6.6% | +14.6% | +19.8% |
| 6M | +16.5% | +32.9% | -16.4% | +10.5% |
| YTD | +8.4% | +50.5% | -42.1% | +0.3% |
| 1Y | +15.6% | +28.0% | -12.3% | +9.8% |
| 3Y | +86.8% | -22.4% | +109.3% | +88.3% |
| All | +59.5% | -41.5% | +101.0% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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