Schwab Total Stock Market Index (SWTSX)

103.51 -0.61 (-0.59%) USD  |  Dec 12 2024
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SWTSX Alpha (vs YCharts Benchmark) (Since Inception)

Alpha (vs YCharts Benchmark) (Since Inception) Chart

View Alpha (vs YCharts Benchmark) (Since Inception) for SWTSX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (vs YCharts Benchmark) (Since Inception) Range, Past 5 Years

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Alpha (vs YCharts Benchmark) (Since Inception) Benchmarks

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Fidelity Series Total Market Index Upgrade
Fidelity Total Market Index Upgrade
Schwab 1000 Index® Upgrade
Fidelity SAI US LowVolatility Idx Upgrade
SEI Large Cap Index F (SIMT) Upgrade

Alpha (vs YCharts Benchmark) (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade

Alpha (vs YCharts Benchmark) (Since Inception) Excel Add-In Codes

View Alpha (vs YCharts Benchmark) (Since Inception) Excel Add-In Codes
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Metric Code: enhanced_market_alpha_all
Latest Data Point: =YCP("M:SWTSX", "enhanced_market_alpha_all")
Last 5 Data Points: =YCS("M:SWTSX", "enhanced_market_alpha_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.