+59.5%
SCHW vs ZBRA
-40.4%
+99.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | -1.9% | -3.4% | +1.5% | -1.0% |
| 30D | -1.6% | -7.4% | +5.8% | +0.3% |
| 3M | +21.3% | +57.5% | -36.2% | +5.5% |
| 6M | +16.5% | +64.0% | -47.5% | -0.7% |
| YTD | +8.4% | +44.3% | -35.9% | -4.6% |
| 1Y | +15.6% | +10.9% | +4.8% | +9.5% |
| 3Y | +86.8% | +37.5% | +49.3% | +57.9% |
| All | +59.5% | -40.4% | +99.9% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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