+21.9%
BABA vs SCHW
+76.3%
-54.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -6.9% |
| 7D | -12.7% | -0.9% | -11.8% | -12.5% |
| 30D | -14.9% | -4.4% | -10.5% | -14.3% |
| 3M | -24.6% | -15.9% | -8.8% | -22.7% |
| 6M | -29.3% | +2.0% | -31.4% | -29.6% |
| YTD | -35.0% | -7.3% | -27.7% | -34.6% |
| 1Y | -39.7% | -4.9% | -34.8% | -39.5% |
| All | +21.9% | +76.3% | -54.4% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling