-12.7%
BABA vs SCHW
+14.3%
-27.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | -11.9% | +1.5% | -13.4% | -12.3% |
| 3M | -9.3% | +24.6% | -33.8% | -13.3% |
| 6M | -14.2% | +14.5% | -28.8% | -17.2% |
| YTD | -22.0% | +10.5% | -32.5% | -24.4% |
| 1Y | -12.7% | +13.4% | -26.1% | -16.6% |
| All | -12.7% | +14.3% | -27.0% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling