+107.8%
META vs SCHW
+93.3%
+14.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +6.0% | -1.3% | +7.3% | +6.5% |
| 30D | +3.6% | -0.4% | +4.0% | +3.6% |
| 3M | +4.9% | +21.7% | -16.8% | -1.7% |
| 6M | -4.7% | +13.0% | -17.7% | -8.8% |
| YTD | -6.9% | +8.0% | -14.9% | -9.8% |
| 1Y | -18.2% | +15.8% | -34.0% | -22.8% |
| 3Y | +107.8% | +87.7% | +20.0% | +85.0% |
| All | +107.8% | +93.3% | +14.5% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling