+187.7%
SCHW vs SNAP
-77.0%
+264.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | +0.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.5% |
| 30D | -0.1% | +0.2% | -0.2% | -0.2% |
| 3M | +20.6% | +2.6% | +18.0% | +19.7% |
| 6M | +15.9% | +12.4% | +3.5% | +13.7% |
| YTD | +8.5% | -31.6% | +40.1% | +11.1% |
| 1Y | +17.8% | -21.7% | +39.5% | +18.9% |
| 3Y | +88.5% | -41.2% | +129.7% | +87.9% |
| 5Y | +60.6% | -92.6% | +153.2% | +78.2% |
| All | +187.7% | -77.0% | +264.7% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling