+51,384.6%
SCHW vs SPGI
+13,636.0%
+37,748.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.3% |
| 7D | -1.3% | -2.5% | +1.2% | +0.1% |
| 30D | -0.4% | +5.4% | -5.8% | -3.7% |
| 3M | +21.7% | +9.0% | +12.6% | +14.6% |
| 6M | +13.0% | +0.8% | +12.2% | +10.9% |
| YTD | +8.0% | -12.6% | +20.6% | +14.5% |
| 1Y | +15.8% | -16.1% | +32.0% | +25.1% |
| 3Y | +87.7% | +19.0% | +68.7% | +62.4% |
| 5Y | +59.7% | +5.1% | +54.6% | +44.9% |
| 10Y | +292.9% | +295.5% | -2.6% | +47.4% |
| All | +51,384.6% | +13,636.0% | +37,748.6% | +1,957.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling