+294.9%
SCHW vs SPMO
+517.6%
-222.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -1.9% | -0.9% | -0.9% | -1.2% |
| 30D | -1.6% | -1.9% | +0.3% | -0.5% |
| 3M | +21.3% | -1.4% | +22.6% | +19.8% |
| 6M | +16.5% | +25.5% | -9.0% | -6.5% |
| YTD | +8.4% | +24.8% | -16.4% | -12.6% |
| 1Y | +15.6% | +24.5% | -8.9% | -6.8% |
| 3Y | +86.8% | +157.1% | -70.3% | -20.0% |
| 5Y | +60.5% | +149.5% | -89.0% | -29.0% |
| All | +294.9% | +517.6% | -222.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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