-17.3%
META vs SCHW
+14.3%
-31.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +6.7% | -0.8% | +7.5% | +6.9% |
| 30D | +4.8% | +1.5% | +3.3% | +4.3% |
| 3M | -1.6% | +24.6% | -26.2% | -5.8% |
| 6M | -7.5% | +14.5% | -22.0% | -10.1% |
| YTD | -6.4% | +10.5% | -16.9% | -8.5% |
| 1Y | -17.3% | +13.4% | -30.7% | -19.9% |
| All | -17.3% | +14.3% | -31.6% | -19.9% |
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