+391.9%
BAC vs SCHW
+301.3%
+90.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -0.3% | -2.8% | +2.5% | +1.5% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | +15.3% | +20.6% | -5.3% | +1.7% |
| 6M | +30.2% | +15.9% | +14.2% | +17.1% |
| YTD | +15.6% | +8.5% | +7.1% | +8.2% |
| 1Y | +27.5% | +17.8% | +9.6% | +12.8% |
| 3Y | +137.0% | +88.5% | +48.5% | +49.0% |
| 5Y | +75.6% | +60.6% | +15.0% | +13.4% |
| All | +391.9% | +301.3% | +90.6% | +43.8% |
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