+75.6%
BAC vs SCHW
+57.2%
+18.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -0.3% | -2.8% | +2.5% | +1.1% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | +15.3% | +20.6% | -5.3% | +4.8% |
| 6M | +30.2% | +15.9% | +14.2% | +20.2% |
| YTD | +15.6% | +8.5% | +7.1% | +10.1% |
| 1Y | +27.5% | +17.8% | +9.6% | +16.4% |
| 3Y | +137.0% | +88.5% | +48.5% | +68.7% |
| 5Y | +75.6% | +60.6% | +15.0% | +26.1% |
| All | +75.6% | +57.2% | +18.3% | +26.1% |
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