+252.9%
SCHW vs Z
+16.2%
+236.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.6% | -7.1% | +5.5% | -0.5% |
| 30D | -1.1% | -4.8% | +3.7% | -0.5% |
| 3M | +20.4% | -9.3% | +29.7% | +21.7% |
| 6M | +13.6% | -29.0% | +42.6% | +18.9% |
| YTD | +7.7% | -52.9% | +60.6% | +19.7% |
| 1Y | +15.2% | -63.1% | +78.3% | +32.6% |
| 3Y | +87.1% | -36.9% | +124.0% | +91.8% |
| 5Y | +57.5% | -65.5% | +123.0% | +68.8% |
| 10Y | +295.1% | -3.9% | +299.0% | +202.4% |
| All | +252.9% | +16.2% | +236.6% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling