+187.5%
SCHW vs SNAP
-76.3%
+263.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.3% |
| 7D | -1.9% | +3.8% | -5.7% | -2.2% |
| 30D | -1.6% | +9.2% | -10.9% | -2.5% |
| 3M | +21.3% | +6.6% | +14.7% | +20.0% |
| 6M | +16.5% | +16.9% | -0.4% | +13.8% |
| YTD | +8.4% | -29.6% | +38.0% | +10.7% |
| 1Y | +15.6% | -22.1% | +37.7% | +16.7% |
| 3Y | +86.8% | -39.8% | +126.7% | +85.9% |
| 5Y | +60.5% | -92.4% | +152.9% | +77.6% |
| All | +187.5% | -76.3% | +263.8% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SNAP 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling