+59.6%
SCHW vs USFR
+20.5%
+39.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.8% |
| 7D | -2.8% | +0.1% | -2.8% | -2.5% |
| 30D | -0.1% | +0.3% | -0.4% | +1.2% |
| 3M | +20.6% | +1.0% | +19.6% | +25.3% |
| 6M | +15.9% | +1.9% | +14.0% | +25.8% |
| YTD | +8.5% | +2.7% | +5.8% | +21.9% |
| 1Y | +17.8% | +4.0% | +13.8% | +41.0% |
| 3Y | +88.5% | +14.1% | +74.5% | +279.6% |
| All | +59.6% | +20.5% | +39.1% | +388.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling