+59.6%
SCHW vs SPYM
+81.4%
-21.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | -2.8% | -2.0% | -0.8% | -0.9% |
| 30D | -0.1% | -1.6% | +1.6% | +1.5% |
| 3M | +20.6% | +4.7% | +15.8% | +15.1% |
| 6M | +15.9% | +12.6% | +3.4% | +2.8% |
| YTD | +8.5% | +11.8% | -3.3% | -3.1% |
| 1Y | +17.8% | +17.5% | +0.3% | 0.0% |
| 3Y | +88.5% | +77.0% | +11.6% | +4.5% |
| All | +59.6% | +81.4% | -21.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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