+295.2%
SCHW vs SO
+160.7%
+134.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -2.8% | -1.1% | -1.6% | -2.4% |
| 30D | -0.1% | -3.7% | +3.7% | +1.1% |
| 3M | +20.6% | -5.9% | +26.5% | +22.6% |
| 6M | +15.9% | -7.3% | +23.3% | +18.2% |
| YTD | +8.5% | +3.1% | +5.4% | +6.7% |
| 1Y | +17.8% | -1.0% | +18.8% | +17.2% |
| 3Y | +88.5% | +43.2% | +45.3% | +63.1% |
| 5Y | +60.6% | +59.1% | +1.5% | +32.4% |
| All | +295.2% | +160.7% | +134.5% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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