+19.4%
SCHW vs SUI
-27.1%
+46.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.9% | -3.8% | +2.9% | +0.3% |
| 30D | -4.4% | +3.9% | -8.3% | -5.7% |
| 3M | -15.9% | +0.2% | -16.1% | -16.1% |
| 6M | +2.0% | -4.2% | +6.2% | +3.0% |
| YTD | -7.3% | -2.5% | -4.8% | -7.2% |
| 1Y | -4.9% | -4.0% | -0.9% | -4.4% |
| 3Y | +74.9% | +16.5% | +58.3% | +59.7% |
| All | +19.4% | -27.1% | +46.6% | +32.7% |
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