+0.8%
SCHW vs SRE
-7.5%
+8.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +4.2% |
| 7D | +5.2% | -2.1% | +7.3% | +4.9% |
| 30D | -4.7% | +6.1% | -10.8% | -4.0% |
| 3M | -11.9% | -3.5% | -8.4% | -12.4% |
| 6M | +2.7% | -10.8% | +13.5% | +1.5% |
| YTD | -5.6% | -4.0% | -1.6% | -5.1% |
| 1Y | +0.8% | -7.7% | +8.4% | +1.4% |
| All | +0.8% | -7.5% | +8.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling