+28.2%
BABA vs SCHW
+308.9%
-280.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | -11.9% | +1.5% | -13.4% | -12.4% |
| 3M | -9.3% | +24.6% | -33.8% | -14.9% |
| 6M | -14.2% | +14.5% | -28.8% | -17.9% |
| YTD | -22.0% | +10.5% | -32.5% | -24.7% |
| 1Y | -12.7% | +13.4% | -26.1% | -16.5% |
| 3Y | +26.7% | +88.3% | -61.6% | +2.0% |
| 5Y | -29.3% | +62.1% | -91.4% | -41.9% |
| 10Y | +21.2% | +297.3% | -276.0% | -29.9% |
| All | +28.2% | +308.9% | -280.7% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling