+0.8%
SCHW vs SM
+70.4%
-69.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -15.3% | +19.9% | +4.1% |
| 7D | +5.2% | -21.5% | +26.7% | +4.6% |
| 30D | -4.7% | -11.4% | +6.7% | -5.2% |
| 3M | -11.9% | +0.6% | -12.6% | -12.2% |
| 6M | +2.7% | +0.2% | +2.5% | +2.4% |
| YTD | -5.6% | +69.7% | -75.3% | -9.8% |
| 1Y | +0.8% | +71.6% | -70.8% | -4.2% |
| All | +0.8% | +70.4% | -69.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling