+52,550.4%
SCHW vs USB
+8,537.0%
+44,013.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -0.8% | +1.4% | -2.2% | -1.7% |
| 30D | +1.5% | -1.3% | +2.8% | +2.2% |
| 3M | +24.6% | +15.2% | +9.3% | +13.9% |
| 6M | +14.5% | +18.8% | -4.3% | +2.4% |
| YTD | +10.5% | +21.0% | -10.5% | -2.5% |
| 1Y | +13.4% | +34.0% | -20.6% | -6.3% |
| 3Y | +88.3% | +95.3% | -7.1% | +19.8% |
| 5Y | +62.1% | +40.4% | +21.7% | +24.2% |
| 10Y | +297.3% | +107.3% | +190.0% | +139.8% |
| All | +52,550.4% | +8,537.0% | +44,013.4% | +9,015.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling