+69.1%
SCHW vs SN
+496.6%
-427.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -0.4% | -5.6% | +5.2% | +0.4% |
| 3M | +21.7% | +48.1% | -26.4% | +14.3% |
| 6M | +13.0% | +57.6% | -44.7% | +4.7% |
| YTD | +8.0% | +56.5% | -48.5% | 0.0% |
| 1Y | +15.8% | +52.6% | -36.7% | +7.4% |
| 3Y | +87.7% | +412.0% | -324.2% | +47.8% |
| All | +69.1% | +496.6% | -427.5% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling