+295.2%
SCHW vs SM
+23.2%
+272.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.8% | +2.1% | -4.9% | -3.1% |
| 30D | -0.1% | +18.1% | -18.2% | -2.4% |
| 3M | +20.6% | +17.0% | +3.6% | +17.4% |
| 6M | +15.9% | +55.4% | -39.5% | +7.9% |
| YTD | +8.5% | +108.6% | -100.1% | -3.4% |
| 1Y | +17.8% | +45.7% | -27.8% | +9.7% |
| 3Y | +88.5% | -0.3% | +88.9% | +80.5% |
| 5Y | +60.6% | +113.0% | -52.4% | +34.5% |
| All | +295.2% | +23.2% | +272.0% | +170.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling