-80.9%
FIG vs SCHW
+10.4%
-91.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.1% |
| 7D | -14.5% | -1.6% | -12.9% | -13.7% |
| 30D | -13.3% | -1.1% | -12.3% | -13.1% |
| 3M | +7.4% | +20.4% | -12.9% | -2.6% |
| 6M | -27.8% | +13.6% | -41.4% | -33.1% |
| YTD | -41.1% | +7.7% | -48.8% | -46.4% |
| 1Y | -58.7% | +15.2% | -73.9% | -64.0% |
| All | -80.9% | +10.4% | -91.4% | -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 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