+87.7%
SCHW vs SWKS
-15.7%
+103.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -2.4% |
| 7D | -1.3% | +11.8% | -13.1% | -2.5% |
| 30D | -0.4% | +6.7% | -7.1% | -1.1% |
| 3M | +21.7% | 0.0% | +21.7% | +21.4% |
| 6M | +13.0% | +38.7% | -25.8% | +6.4% |
| YTD | +8.0% | +21.4% | -13.3% | +3.7% |
| 1Y | +15.8% | +2.9% | +12.9% | +13.8% |
| 3Y | +87.7% | -16.4% | +104.1% | +74.1% |
| All | +87.7% | -15.7% | +103.4% | +74.1% |
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