+59.6%
SCHW vs SPXU
-85.8%
+145.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +1.3% |
| 7D | -2.8% | +6.4% | -9.1% | -0.9% |
| 30D | -0.1% | +5.9% | -6.0% | +1.8% |
| 3M | +20.6% | -11.7% | +32.2% | +16.4% |
| 6M | +15.9% | -28.7% | +44.6% | +5.2% |
| YTD | +8.5% | -26.4% | +34.8% | 0.0% |
| 1Y | +17.8% | -35.2% | +53.1% | +4.9% |
| 3Y | +88.5% | -79.8% | +168.3% | +24.3% |
| All | +59.6% | -85.8% | +145.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling