+116.3%
SCHW vs ZS
+498.3%
-382.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.9% | -3.1% | +1.2% | -1.5% |
| 30D | -1.6% | -7.2% | +5.6% | -0.9% |
| 3M | +21.3% | +30.5% | -9.2% | +17.1% |
| 6M | +16.5% | +7.0% | +9.5% | +13.7% |
| YTD | +8.4% | -26.8% | +35.3% | +10.2% |
| 1Y | +15.6% | -42.6% | +58.2% | +20.6% |
| 3Y | +86.8% | -0.3% | +87.2% | +80.5% |
| 5Y | +60.5% | -39.2% | +99.7% | +56.0% |
| All | +116.3% | +498.3% | -382.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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