+2,031.0%
SCHW vs SRE
+1,524.7%
+506.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | -0.1% | -1.7% | +1.7% | +0.5% |
| 3M | +20.6% | -7.1% | +27.6% | +24.1% |
| 6M | +15.9% | -8.4% | +24.3% | +19.7% |
| YTD | +8.5% | -3.5% | +12.0% | +8.8% |
| 1Y | +17.8% | +5.4% | +12.5% | +12.8% |
| 3Y | +88.5% | +29.5% | +59.0% | +58.6% |
| 5Y | +60.6% | +48.3% | +12.3% | +24.9% |
| 10Y | +298.0% | +123.5% | +174.6% | +135.8% |
| All | +2,031.0% | +1,524.7% | +506.3% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling