+294.9%
SCHW vs SU
+267.2%
+27.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -1.9% | +2.2% | -4.1% | -2.6% |
| 30D | -1.6% | +8.4% | -10.1% | -4.4% |
| 3M | +21.3% | +12.1% | +9.2% | +16.0% |
| 6M | +16.5% | +19.7% | -3.2% | +8.2% |
| YTD | +8.4% | +58.4% | -50.0% | -9.1% |
| 1Y | +15.6% | +67.2% | -51.6% | -5.0% |
| 3Y | +86.8% | +125.0% | -38.2% | +34.6% |
| 5Y | +60.5% | +355.1% | -294.6% | -16.3% |
| All | +294.9% | +267.2% | +27.7% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling