Schwab - Matt

The chart shows the growth of an initial investment of $10,000 in Schwab - Matt, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Apr 16, 2025, Schwab - Matt's average daily return is +0.10%, while the average monthly return is +1.81%. At this rate, your investment would double in approximately 3.2 years.

Historically, 92% of months were positive and 8% were negative. The best month was May 2025 with a return of +4.9%, while the worst month was Mar 2026 at -4.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Schwab - Matt closed higher 64% of trading days. The best single day was Mar 31, 2026 with a return of +1.9%, while the worst single day was Mar 20, 2026 at -2.0%.

Schwab - Matt has an annualized alpha of 10.51%, beta of 0.67, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since April 16, 2025.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.08%) than losses (23.05%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 10.51% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.67 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Schwab - Matt has an expense ratio of 0.67%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

There isn't enough data available to calculate the Sharpe ratio for Schwab - Matt. This metric is based on the past 12 months of trading data. Please check back later for updated information.

Schwab - Matt provided a 9.20% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Schwab - Matt. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schwab - Matt was 6.70%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Schwab - Matt drawdown is 4.06%.

The chart below shows the rolling one-month volatility.