+43.7%
F vs SCHW
+59.1%
-15.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -4.9% | -1.6% | -3.3% | -4.2% |
| 30D | -2.9% | -1.1% | -1.8% | -2.5% |
| 3M | -9.1% | +20.4% | -29.4% | -16.0% |
| 6M | +12.9% | +13.6% | -0.7% | +6.4% |
| YTD | +6.1% | +7.7% | -1.6% | +1.8% |
| 1Y | +22.5% | +15.2% | +7.3% | +14.0% |
| 3Y | +32.1% | +87.1% | -55.1% | -3.9% |
| 5Y | +43.7% | +57.5% | -13.7% | +8.7% |
| All | +43.7% | +59.1% | -15.4% | +8.7% |
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