+207.8%
SCHW vs USB
+89.5%
+118.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -4.3% | +5.8% | -10.1% | -8.1% |
| 3M | -14.8% | -6.0% | -8.8% | -11.3% |
| 6M | -0.1% | +7.8% | -7.8% | -5.9% |
| YTD | -7.5% | +14.6% | -22.1% | -17.0% |
| 1Y | -1.6% | +31.8% | -33.4% | -20.1% |
| 3Y | +71.4% | +91.5% | -20.1% | +1.8% |
| 5Y | +20.5% | +22.0% | -1.5% | -1.7% |
| All | +207.8% | +89.5% | +118.3% | +76.5% |
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