+295.2%
SCHW vs SWKS
+58.1%
+237.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.8% | -9.0% | -1.9% |
| 7D | -2.8% | +17.5% | -20.3% | -7.1% |
| 30D | -0.1% | +23.0% | -23.0% | -5.9% |
| 3M | +20.6% | +19.5% | +1.0% | +13.4% |
| 6M | +15.9% | +54.3% | -38.4% | -0.8% |
| YTD | +8.5% | +35.3% | -26.8% | -3.9% |
| 1Y | +17.8% | +17.9% | 0.0% | +8.2% |
| 3Y | +88.5% | -6.8% | +95.3% | +75.4% |
| 5Y | +60.6% | -45.4% | +106.1% | +75.6% |
| All | +295.2% | +58.1% | +237.1% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling