+163.1%
SCHW vs SITM
+4,789.7%
-4,626.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.7% |
| 7D | -1.9% | +3.9% | -5.7% | -2.3% |
| 30D | -1.6% | -6.6% | +5.0% | -1.1% |
| 3M | +21.3% | -11.9% | +33.1% | +21.2% |
| 6M | +16.5% | +81.1% | -64.6% | +3.9% |
| YTD | +8.4% | +80.0% | -71.6% | -4.1% |
| 1Y | +15.6% | +145.8% | -130.2% | -3.3% |
| 3Y | +86.8% | +475.9% | -389.0% | +28.0% |
| 5Y | +60.5% | +189.2% | -128.7% | +11.5% |
| All | +163.1% | +4,789.7% | -4,626.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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