+60.6%
SCHW vs SPGI
+0.1%
+60.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.6% |
| 7D | -2.8% | -8.9% | +6.1% | +1.4% |
| 30D | -0.1% | +0.6% | -0.7% | -0.5% |
| 3M | +20.6% | +2.0% | +18.6% | +18.7% |
| 6M | +15.9% | +0.1% | +15.9% | +14.7% |
| YTD | +8.5% | -16.4% | +24.9% | +16.3% |
| 1Y | +17.8% | -18.9% | +36.8% | +27.8% |
| 3Y | +88.5% | +13.8% | +74.8% | +70.9% |
| 5Y | +60.6% | +0.5% | +60.1% | +51.0% |
| All | +60.6% | +0.1% | +60.5% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling