+295.2%
SCHW vs SPG
+64.3%
+230.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.8% | -2.2% | -0.6% | -2.0% |
| 30D | -0.1% | -5.8% | +5.7% | +2.0% |
| 3M | +20.6% | -2.8% | +23.4% | +21.5% |
| 6M | +15.9% | +8.9% | +7.1% | +11.9% |
| YTD | +8.5% | +14.3% | -5.8% | +2.8% |
| 1Y | +17.8% | +19.5% | -1.6% | +9.7% |
| 3Y | +88.5% | +106.9% | -18.3% | +43.0% |
| 5Y | +60.6% | +108.7% | -48.1% | +20.6% |
| All | +295.2% | +64.3% | +230.9% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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