+679.2%
SCHW vs VYM
+484.2%
+195.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.5% |
| 7D | -2.8% | -1.9% | -0.9% | -0.1% |
| 30D | -0.1% | -2.6% | +2.5% | +3.8% |
| 3M | +20.6% | +3.6% | +17.0% | +14.6% |
| 6M | +15.9% | +8.7% | +7.3% | +2.5% |
| YTD | +8.5% | +14.1% | -5.6% | -10.6% |
| 1Y | +17.8% | +17.8% | 0.0% | -7.4% |
| 3Y | +88.5% | +64.5% | +24.0% | -9.0% |
| 5Y | +60.6% | +77.5% | -16.9% | -29.3% |
| 10Y | +298.0% | +206.1% | +91.9% | -19.9% |
| All | +679.2% | +484.2% | +195.1% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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