+14.4%
BABA vs SCHW
+301.3%
-286.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -2.9% | -2.8% | -0.1% | -2.2% |
| 30D | -15.1% | -0.1% | -15.0% | -15.2% |
| 3M | -5.0% | +20.6% | -25.6% | -10.0% |
| 6M | -19.9% | +15.9% | -35.9% | -23.5% |
| YTD | -25.3% | +8.5% | -33.7% | -27.4% |
| 1Y | -23.9% | +17.8% | -41.7% | -27.8% |
| 3Y | +28.1% | +88.5% | -60.4% | +3.7% |
| 5Y | -31.4% | +60.6% | -92.0% | -42.9% |
| All | +14.4% | +301.3% | -286.9% | -27.8% |
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