+59.7%
SCHW vs SUI
-32.1%
+91.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -1.3% | -3.1% | +1.8% | -0.3% |
| 30D | -0.4% | -2.3% | +1.9% | +0.3% |
| 3M | +21.7% | -2.8% | +24.5% | +22.6% |
| 6M | +13.0% | -12.4% | +25.3% | +17.6% |
| YTD | +8.0% | -3.3% | +11.3% | +8.6% |
| 1Y | +15.8% | -5.8% | +21.6% | +17.3% |
| 3Y | +87.7% | +12.5% | +75.2% | +74.1% |
| 5Y | +59.7% | -32.9% | +92.5% | +80.1% |
| All | +59.7% | -32.1% | +91.8% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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