+18,055.4%
SCHW vs SM
+1,670.2%
+16,385.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.8% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | -0.4% | +31.5% | -31.9% | -4.8% |
| 3M | +21.7% | +17.3% | +4.3% | +17.7% |
| 6M | +13.0% | +48.5% | -35.6% | +4.4% |
| YTD | +8.0% | +106.3% | -98.2% | -5.7% |
| 1Y | +15.8% | +47.3% | -31.5% | +6.1% |
| 3Y | +87.7% | -1.4% | +89.1% | +78.4% |
| 5Y | +59.7% | +114.0% | -54.4% | +28.2% |
| 10Y | +292.9% | +12.5% | +280.4% | +149.0% |
| All | +18,055.4% | +1,670.2% | +16,385.2% | +8,377.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling