+29.6%
SNOW vs SCHW
+232.3%
-202.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.4% | -1.9% | -0.6% | -1.8% |
| 30D | -1.0% | -1.6% | +0.6% | -0.3% |
| 3M | +36.9% | +21.3% | +15.6% | +27.5% |
| 6M | +83.4% | +16.5% | +66.9% | +73.2% |
| YTD | +50.0% | +8.4% | +41.6% | +45.2% |
| 1Y | +46.5% | +15.6% | +30.9% | +38.5% |
| 3Y | +93.3% | +86.8% | +6.5% | +54.2% |
| 5Y | +3.3% | +60.5% | -57.2% | -11.2% |
| All | +29.6% | +232.3% | -202.7% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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