+20.3%
JPM vs SCHW
+14.3%
+6.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | -0.2% | +1.5% | -1.6% | -0.8% |
| 3M | +15.9% | +24.6% | -8.7% | +5.5% |
| 6M | +20.9% | +14.5% | +6.4% | +13.0% |
| YTD | +12.9% | +10.5% | +2.4% | +6.6% |
| 1Y | +20.3% | +13.4% | +6.9% | +11.1% |
| All | +20.3% | +14.3% | +6.0% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling