+326.6%
SCHW vs SPYG
+559.0%
-232.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -1.9% | -0.9% | -1.0% | -0.9% |
| 30D | -1.6% | -1.5% | -0.1% | -0.1% |
| 3M | +21.3% | +3.7% | +17.5% | +15.2% |
| 6M | +16.5% | +16.4% | +0.1% | -3.9% |
| YTD | +8.4% | +13.3% | -4.9% | -7.9% |
| 1Y | +15.6% | +17.9% | -2.2% | -6.6% |
| 3Y | +86.8% | +98.3% | -11.5% | -20.4% |
| 5Y | +60.5% | +86.4% | -25.9% | -29.5% |
| 10Y | +297.7% | +421.9% | -124.2% | -54.2% |
| All | +326.6% | +559.0% | -232.4% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling