+16.5%
SCHW vs SPMO
+24.9%
-8.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | 0.0% |
| 7D | -1.9% | -0.9% | -0.9% | -2.0% |
| 30D | -1.6% | -1.9% | +0.3% | -1.9% |
| 3M | +21.3% | -1.4% | +22.6% | +20.2% |
| 6M | +16.5% | +25.5% | -9.0% | +8.8% |
| All | +16.5% | +24.9% | -8.4% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling