+211.9%
TER vs SCHW
+57.2%
+154.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.8% |
| 7D | +9.4% | -2.8% | +12.1% | +10.4% |
| 30D | -2.4% | -0.1% | -2.4% | -2.6% |
| 3M | +6.5% | +20.6% | -14.0% | -1.8% |
| 6M | +23.2% | +15.9% | +7.2% | +14.5% |
| YTD | +91.5% | +8.5% | +83.0% | +82.8% |
| 1Y | +214.8% | +17.8% | +197.0% | +190.5% |
| 3Y | +275.3% | +88.5% | +186.8% | +181.5% |
| 5Y | +211.9% | +60.6% | +151.3% | +147.0% |
| All | +211.9% | +57.2% | +154.7% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling