+294.9%
SCHW vs VIG
+250.0%
+44.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.9% |
| 7D | -1.9% | -1.1% | -0.8% | -0.6% |
| 30D | -1.6% | -2.7% | +1.1% | +1.7% |
| 3M | +21.3% | +2.5% | +18.7% | +17.6% |
| 6M | +16.5% | +9.2% | +7.3% | +4.3% |
| YTD | +8.4% | +9.8% | -1.4% | -3.5% |
| 1Y | +15.6% | +12.4% | +3.2% | 0.0% |
| 3Y | +86.8% | +55.9% | +31.0% | +7.5% |
| 5Y | +60.5% | +63.9% | -3.4% | -12.3% |
| All | +294.9% | +250.0% | +44.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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