+86.8%
SCHW vs SPYG
+98.4%
-11.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -1.9% | -0.9% | -1.0% | -1.4% |
| 30D | -1.6% | -1.5% | -0.1% | -0.9% |
| 3M | +21.3% | +3.7% | +17.5% | +18.6% |
| 6M | +16.5% | +16.4% | +0.1% | +6.3% |
| YTD | +8.4% | +13.3% | -4.9% | +0.5% |
| 1Y | +15.6% | +17.9% | -2.2% | +4.5% |
| 3Y | +86.8% | +98.3% | -11.5% | +19.0% |
| All | +86.8% | +98.4% | -11.5% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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