+87.0%
SCHW vs SMR
+71.3%
+15.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.0% |
| 7D | -2.8% | +4.7% | -7.5% | -3.1% |
| 30D | -0.1% | +3.2% | -3.3% | -0.4% |
| 3M | +20.6% | +9.9% | +10.7% | +19.2% |
| 6M | +15.9% | -15.1% | +31.1% | +15.5% |
| YTD | +8.5% | -27.9% | +36.4% | +8.7% |
| 1Y | +17.8% | -70.2% | +88.1% | +22.8% |
| All | +87.0% | +71.3% | +15.7% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling