+11,017.8%
SCHW vs SIRI
-17.7%
+11,035.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.6% |
| 7D | -2.8% | -3.0% | +0.2% | -2.4% |
| 30D | -0.1% | +1.3% | -1.4% | -0.2% |
| 3M | +20.6% | +5.6% | +15.0% | +19.7% |
| 6M | +15.9% | +35.2% | -19.2% | +11.7% |
| YTD | +8.5% | +49.1% | -40.6% | +3.2% |
| 1Y | +17.8% | +26.8% | -8.9% | +13.9% |
| 3Y | +88.5% | -23.7% | +112.2% | +88.7% |
| 5Y | +60.6% | -41.8% | +102.5% | +63.5% |
| 10Y | +298.0% | -11.3% | +309.3% | +287.5% |
| All | +11,017.8% | -17.7% | +11,035.4% | +8,337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling