+795.1%
BKNG vs SCHW
+370.3%
+424.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -10.7% | -2.8% | -7.9% | -9.4% |
| 30D | -18.1% | -0.1% | -18.1% | -18.1% |
| 3M | +8.5% | +20.6% | -12.1% | -0.8% |
| 6M | -0.1% | +15.9% | -16.0% | -7.4% |
| YTD | -18.2% | +8.5% | -26.7% | -22.1% |
| 1Y | -19.9% | +17.8% | -37.7% | -26.7% |
| 3Y | +41.6% | +88.5% | -46.9% | +0.7% |
| 5Y | +93.1% | +60.6% | +32.5% | +40.7% |
| 10Y | +214.8% | +298.0% | -83.2% | +37.2% |
| All | +795.1% | +370.3% | +424.8% | +133.5% |
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