-39.9%
BABA vs SCHW
+20.3%
-60.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -6.7% |
| 7D | -12.7% | -0.9% | -11.8% | -12.5% |
| 30D | -14.9% | -4.4% | -10.5% | -13.9% |
| 3M | -24.6% | -15.9% | -8.8% | -21.3% |
| 6M | -29.3% | +2.0% | -31.4% | -29.9% |
| YTD | -35.0% | -7.3% | -27.7% | -34.2% |
| 1Y | -39.7% | -4.9% | -34.8% | -39.4% |
| 3Y | +21.2% | +74.9% | -53.7% | -0.5% |
| 5Y | -39.9% | +19.2% | -59.1% | -44.0% |
| All | -39.9% | +20.3% | -60.2% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling