+86.8%
SCHW vs SPOT
+237.0%
-150.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -1.9% | -3.1% | +1.2% | -1.5% |
| 30D | -1.6% | +7.4% | -9.0% | -2.4% |
| 3M | +21.3% | +8.2% | +13.1% | +20.1% |
| 6M | +16.5% | +2.2% | +14.3% | +15.7% |
| YTD | +8.4% | -9.5% | +17.9% | +9.8% |
| 1Y | +15.6% | -23.8% | +39.5% | +20.0% |
| 3Y | +86.8% | +233.5% | -146.6% | +64.8% |
| All | +86.8% | +237.0% | -150.2% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling