+0.8%
SCHW vs U
+17.5%
-16.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +4.2% |
| 7D | +5.2% | +7.5% | -2.3% | +4.7% |
| 30D | -4.7% | -7.0% | +2.4% | -4.3% |
| 3M | -11.9% | +20.6% | -32.5% | -13.2% |
| 6M | +2.7% | +53.2% | -50.4% | -0.4% |
| YTD | -5.6% | -3.9% | -1.7% | -8.2% |
| 1Y | +0.8% | +18.4% | -17.6% | -2.7% |
| All | +0.8% | +17.5% | -16.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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