+135.7%
SCHW vs SPOT
+214.5%
-78.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.8% | -6.9% | +4.1% | -1.7% |
| 30D | -0.1% | +4.1% | -4.2% | -0.7% |
| 3M | +20.6% | +3.7% | +16.9% | +19.7% |
| 6M | +15.9% | -1.6% | +17.6% | +15.4% |
| YTD | +8.5% | -10.2% | +18.6% | +9.0% |
| 1Y | +17.8% | -25.9% | +43.7% | +21.9% |
| 3Y | +88.5% | +235.6% | -147.1% | +49.9% |
| 5Y | +60.6% | +110.6% | -50.0% | +31.0% |
| All | +135.7% | +214.5% | -78.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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