-4.9%
SCHW vs USB
+31.5%
-36.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.9% | +1.2% | -2.1% | -1.5% |
| 30D | -4.4% | +6.3% | -10.7% | -7.1% |
| 3M | -15.9% | -6.1% | -9.7% | -13.3% |
| 6M | +2.0% | +13.0% | -11.0% | -3.9% |
| YTD | -7.3% | +16.6% | -23.8% | -14.2% |
| 1Y | -4.9% | +31.1% | -36.1% | -18.1% |
| All | -4.9% | +31.5% | -36.4% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling