-40.4%
BABA vs SCHW
-3.4%
-37.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -13.8% | +2.0% | -15.8% | -14.2% |
| 30D | -15.1% | -3.6% | -11.5% | -14.5% |
| 3M | -22.7% | -15.0% | -7.8% | -20.2% |
| 6M | -34.7% | +2.6% | -37.3% | -35.3% |
| YTD | -35.0% | -5.7% | -29.3% | -36.4% |
| 1Y | -40.4% | -0.9% | -39.5% | -42.2% |
| All | -40.4% | -3.4% | -37.0% | -42.2% |
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