+77.4%
SCHW vs SWKS
+4.2%
+73.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +4.2% | -3.1% | +7.4% | +4.5% |
| 30D | -3.8% | +8.3% | -12.1% | -4.5% |
| 3M | -13.6% | +20.2% | -33.8% | -15.5% |
| 6M | +5.3% | +24.9% | -19.6% | +1.7% |
| YTD | -6.0% | +33.2% | -39.1% | -10.5% |
| 1Y | -1.4% | +23.6% | -25.0% | -5.2% |
| 3Y | +77.4% | +1.3% | +76.1% | +53.5% |
| All | +77.4% | +4.2% | +73.1% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling