+13.4%
SCHW vs SPGI
-12.7%
+26.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +1.5% | +8.4% | -6.9% | -1.1% |
| 3M | +24.6% | +11.8% | +12.7% | +19.8% |
| 6M | +14.5% | +5.7% | +8.8% | +11.9% |
| YTD | +10.5% | -9.7% | +20.1% | +11.1% |
| 1Y | +13.4% | -12.5% | +25.8% | +14.2% |
| All | +13.4% | -12.7% | +26.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling