+43,975.3%
SCHW vs USB
+8,078.7%
+35,896.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -4.3% | +5.8% | -10.1% | -7.7% |
| 3M | -14.8% | -6.0% | -8.8% | -11.7% |
| 6M | -0.1% | +7.8% | -7.8% | -5.2% |
| YTD | -7.5% | +14.6% | -22.1% | -15.8% |
| 1Y | -1.6% | +31.8% | -33.4% | -17.8% |
| 3Y | +71.4% | +91.5% | -20.1% | +10.7% |
| 5Y | +20.5% | +22.0% | -1.5% | +0.5% |
| 10Y | +236.5% | +96.1% | +140.5% | +109.8% |
| All | +43,975.3% | +8,078.7% | +35,896.6% | +7,778.3% |
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