+51,606.2%
SCHW vs SYY
+4,587.2%
+47,018.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -2.8% | +1.5% | -4.3% | -3.4% |
| 30D | -0.1% | -2.3% | +2.3% | +1.0% |
| 3M | +20.6% | +5.5% | +15.1% | +17.4% |
| 6M | +15.9% | -1.0% | +16.9% | +14.8% |
| YTD | +8.5% | +14.1% | -5.6% | 0.0% |
| 1Y | +17.8% | +5.6% | +12.3% | +12.3% |
| 3Y | +88.5% | +27.9% | +60.7% | +61.4% |
| 5Y | +60.6% | +22.7% | +37.9% | +39.5% |
| 10Y | +298.0% | +113.9% | +184.1% | +144.6% |
| All | +51,606.2% | +4,587.2% | +47,018.9% | +9,453.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 all: compounded portfolio wealth divided by compounded SYY 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…
all analysis · Full analysis span regression · 6 months rolling