+15,426.8%
SCHW vs SPY
+3,059.5%
+12,367.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.0% |
| 30D | -1.1% | -1.4% | +0.3% | +0.9% |
| 3M | +20.4% | +3.7% | +16.7% | +13.3% |
| 6M | +13.6% | +13.0% | +0.6% | -6.4% |
| YTD | +7.7% | +12.4% | -4.7% | -10.6% |
| 1Y | +15.2% | +18.5% | -3.3% | -11.9% |
| 3Y | +87.1% | +77.6% | +9.5% | -24.1% |
| 5Y | +57.5% | +81.7% | -24.2% | -39.6% |
| 10Y | +295.1% | +319.7% | -24.5% | -60.5% |
| All | +15,426.8% | +3,059.5% | +12,367.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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