+15.2%
SCHW vs SWKS
+4.5%
+10.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -1.6% | +6.8% | -8.4% | -1.6% |
| 30D | -1.1% | +11.3% | -12.3% | -1.1% |
| 3M | +20.4% | +4.1% | +16.3% | +20.4% |
| 6M | +13.6% | +39.7% | -26.0% | +9.6% |
| YTD | +7.7% | +23.2% | -15.5% | +5.4% |
| 1Y | +15.2% | +5.3% | +9.9% | +13.9% |
| All | +15.2% | +4.5% | +10.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling