+151.4%
ADBE vs SCHW
+301.0%
-149.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -1.9% | -3.5% | -4.8% |
| 30D | -2.5% | -1.6% | -0.9% | -2.0% |
| 3M | +15.3% | +21.3% | -6.0% | +8.5% |
| 6M | -7.8% | +16.5% | -24.3% | -12.4% |
| YTD | -27.9% | +8.4% | -36.3% | -30.1% |
| 1Y | -28.0% | +15.6% | -43.7% | -31.6% |
| 3Y | -55.3% | +86.8% | -142.2% | -64.2% |
| 5Y | -61.7% | +60.5% | -122.2% | -68.8% |
| All | +151.4% | +301.0% | -149.6% | +47.1% |
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 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