+85.6%
SCHW vs SN
+368.4%
-282.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | -1.6% | -3.4% | +1.8% | -1.0% |
| 30D | -1.1% | -9.1% | +8.0% | +0.4% |
| 3M | +20.4% | +31.8% | -11.4% | +14.3% |
| 6M | +13.6% | +52.0% | -38.4% | +4.6% |
| YTD | +7.7% | +51.3% | -43.6% | -1.0% |
| 1Y | +15.2% | +46.9% | -31.7% | +6.1% |
| All | +85.6% | +368.4% | -282.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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