+3,069.6%
SPY vs SCHW
+15,276.1%
-12,206.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.3% |
| 30D | -1.1% | -1.6% | +0.6% | -0.7% |
| 3M | +3.9% | +21.3% | -17.4% | -1.5% |
| 6M | +13.6% | +16.5% | -2.9% | +8.6% |
| YTD | +12.7% | +8.4% | +4.3% | +9.6% |
| 1Y | +17.5% | +15.6% | +1.9% | +12.2% |
| 3Y | +76.9% | +86.8% | -9.9% | +47.1% |
| 5Y | +83.6% | +60.5% | +23.1% | +54.4% |
| 10Y | +320.7% | +297.7% | +23.0% | +168.7% |
| All | +3,069.6% | +15,276.1% | -12,206.5% | +730.1% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling