-80.8%
FIG vs SCHW
+11.2%
-92.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.2% |
| 7D | -12.2% | -2.8% | -9.4% | -10.9% |
| 30D | -11.0% | -0.1% | -10.9% | -11.2% |
| 3M | +11.9% | +20.6% | -8.7% | +1.4% |
| 6M | -21.9% | +15.9% | -37.9% | -28.3% |
| YTD | -40.8% | +8.5% | -49.2% | -46.3% |
| 1Y | -56.6% | +17.8% | -74.5% | -61.7% |
| All | -80.8% | +11.2% | -92.1% | -83.8% |
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