+294.9%
SCHW vs SMTC
+548.2%
-253.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.0% |
| 7D | -1.9% | +13.1% | -15.0% | -4.2% |
| 30D | -1.6% | +19.5% | -21.1% | -5.7% |
| 3M | +21.3% | +2.2% | +19.0% | +17.4% |
| 6M | +16.5% | +94.9% | -78.4% | -4.2% |
| YTD | +8.4% | +127.0% | -118.5% | -14.4% |
| 1Y | +15.6% | +174.6% | -158.9% | -13.7% |
| 3Y | +86.8% | +615.9% | -529.1% | -8.4% |
| 5Y | +60.5% | +125.6% | -65.1% | +9.1% |
| All | +294.9% | +548.2% | -253.3% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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