+59.6%
SCHW vs Z
-66.0%
+125.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.1% |
| 7D | -2.8% | -11.6% | +8.8% | -1.1% |
| 30D | -0.1% | -8.5% | +8.4% | +1.1% |
| 3M | +20.6% | -7.9% | +28.5% | +21.5% |
| 6M | +15.9% | -29.1% | +45.0% | +20.9% |
| YTD | +8.5% | -54.2% | +62.7% | +19.8% |
| 1Y | +17.8% | -63.5% | +81.4% | +33.9% |
| 3Y | +88.5% | -38.6% | +127.1% | +93.8% |
| All | +59.6% | -66.0% | +125.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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