+294.9%
SCHW vs SWKS
+66.2%
+228.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.5% |
| 7D | -1.9% | +19.4% | -21.2% | -6.7% |
| 30D | -1.6% | +26.8% | -28.4% | -8.1% |
| 3M | +21.3% | +21.5% | -0.2% | +13.6% |
| 6M | +16.5% | +61.0% | -44.5% | -1.5% |
| YTD | +8.4% | +42.2% | -33.8% | -5.4% |
| 1Y | +15.6% | +22.1% | -6.5% | +5.1% |
| 3Y | +86.8% | -0.9% | +87.7% | +70.6% |
| 5Y | +60.5% | -42.6% | +103.1% | +73.0% |
| All | +294.9% | +66.2% | +228.7% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SWKS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling