+977.1%
BE vs SCHW
+126.2%
+851.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | +23.9% | -1.6% | +25.5% | +24.9% |
| 30D | +27.8% | -1.1% | +28.9% | +28.2% |
| 3M | +3.7% | +20.4% | -16.6% | -8.0% |
| 6M | +78.0% | +13.6% | +64.3% | +62.3% |
| YTD | +209.9% | +7.7% | +202.2% | +191.0% |
| 1Y | +389.6% | +15.2% | +374.4% | +344.1% |
| 3Y | +1,730.6% | +87.1% | +1,643.4% | +1,166.1% |
| 5Y | +1,227.8% | +57.5% | +1,170.3% | +864.9% |
| All | +977.1% | +126.2% | +851.0% | +386.2% |
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