+590.9%
JPM vs SCHW
+301.0%
+289.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.7% | -1.9% | +1.2% | +0.3% |
| 30D | -2.5% | -1.6% | -0.8% | -1.7% |
| 3M | +14.1% | +21.3% | -7.1% | +2.6% |
| 6M | +25.1% | +16.5% | +8.6% | +14.2% |
| YTD | +12.1% | +8.4% | +3.7% | +6.2% |
| 1Y | +18.8% | +15.6% | +3.2% | +8.5% |
| 3Y | +163.4% | +86.8% | +76.6% | +80.8% |
| 5Y | +156.5% | +60.5% | +96.0% | +77.0% |
| All | +590.9% | +301.0% | +289.8% | +142.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling