+191.7%
SCHW vs USB
+84.9%
+106.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.3% |
| 30D | -4.4% | +5.7% | -10.1% | -8.2% |
| 3M | -13.6% | -4.7% | -8.9% | -10.9% |
| 6M | +5.9% | +13.4% | -7.5% | -3.8% |
| YTD | -6.2% | +17.0% | -23.2% | -17.0% |
| 1Y | -2.2% | +32.4% | -34.6% | -20.8% |
| 3Y | +76.9% | +101.7% | -24.8% | +1.2% |
| 5Y | +21.6% | +24.4% | -2.8% | -2.2% |
| 10Y | +191.7% | +83.6% | +108.1% | +73.5% |
| All | +191.7% | +84.9% | +106.8% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling