+1,370.0%
BAC vs SCHW
+51,844.3%
-50,474.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.5% |
| 7D | +1.2% | -1.3% | +2.5% | +1.7% |
| 30D | -0.7% | -0.4% | -0.3% | -0.6% |
| 3M | +16.9% | +21.7% | -4.8% | +6.7% |
| 6M | +29.6% | +13.0% | +16.6% | +21.9% |
| YTD | +15.3% | +8.0% | +7.2% | +10.5% |
| 1Y | +28.8% | +15.8% | +13.0% | +19.6% |
| 3Y | +136.4% | +87.7% | +48.7% | +74.0% |
| 5Y | +72.9% | +59.7% | +13.2% | +32.4% |
| 10Y | +391.8% | +292.9% | +98.9% | +156.8% |
| All | +1,370.0% | +51,844.3% | -50,474.4% | +65.0% |
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 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