+11,026.4%
JPM vs SCHW
+52,067.9%
-41,041.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.7% |
| 7D | -2.3% | -2.8% | +0.4% | -1.1% |
| 30D | -2.3% | -0.1% | -2.3% | -2.4% |
| 3M | +14.9% | +20.6% | -5.7% | +5.2% |
| 6M | +23.6% | +15.9% | +7.7% | +14.8% |
| YTD | +11.3% | +8.5% | +2.8% | +6.3% |
| 1Y | +19.9% | +17.8% | +2.0% | +10.2% |
| 3Y | +162.6% | +88.5% | +74.1% | +91.5% |
| 5Y | +154.6% | +60.6% | +94.0% | +89.5% |
| 10Y | +589.9% | +298.0% | +291.9% | +233.7% |
| All | +11,026.4% | +52,067.9% | -41,041.5% | +945.1% |
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 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