+59.6%
SCHW vs SPG
+105.9%
-46.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.8% | -2.2% | -0.6% | -1.7% |
| 30D | -0.1% | -5.8% | +5.7% | +2.8% |
| 3M | +20.6% | -2.8% | +23.4% | +21.8% |
| 6M | +15.9% | +8.9% | +7.1% | +10.2% |
| YTD | +8.5% | +14.3% | -5.8% | +0.2% |
| 1Y | +17.8% | +19.5% | -1.6% | +6.1% |
| 3Y | +88.5% | +106.9% | -18.3% | +21.2% |
| All | +59.6% | +105.9% | -46.3% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling