+333.7%
SCHW vs SPMO
+562.6%
-228.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +2.0% |
| 7D | -2.8% | +0.1% | -2.8% | -2.9% |
| 30D | -0.1% | -0.7% | +0.6% | +0.2% |
| 3M | +20.6% | +2.8% | +17.7% | +15.2% |
| 6M | +15.9% | +24.4% | -8.5% | -6.1% |
| YTD | +8.5% | +24.2% | -15.7% | -12.0% |
| 1Y | +17.8% | +24.5% | -6.6% | -4.8% |
| 3Y | +88.5% | +155.6% | -67.0% | -18.0% |
| 5Y | +60.6% | +148.2% | -87.6% | -27.9% |
| 10Y | +298.0% | +514.8% | -216.8% | -10.1% |
| All | +333.7% | +562.6% | -228.8% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling