+87.0%
SCHW vs ZS
+0.7%
+86.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -2.8% | -8.1% | +5.3% | -1.5% |
| 30D | -0.1% | -8.4% | +8.4% | +1.1% |
| 3M | +20.6% | +31.1% | -10.5% | +14.8% |
| 6M | +15.9% | +4.4% | +11.6% | +12.5% |
| YTD | +8.5% | -27.3% | +35.8% | +12.3% |
| 1Y | +17.8% | -41.4% | +59.2% | +26.5% |
| All | +87.0% | +0.7% | +86.2% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling