+282.9%
QCOM vs SCHW
+301.0%
-18.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +7.8% | -1.9% | +9.7% | +8.5% |
| 30D | +12.2% | -1.6% | +13.8% | +12.7% |
| 3M | -9.9% | +21.3% | -31.1% | -16.5% |
| 6M | +36.9% | +16.5% | +20.4% | +27.9% |
| YTD | +8.0% | +8.4% | -0.4% | +3.5% |
| 1Y | +15.0% | +15.6% | -0.6% | +7.4% |
| 3Y | +75.8% | +86.8% | -11.0% | +35.3% |
| 5Y | +42.2% | +60.5% | -18.3% | +12.0% |
| All | +282.9% | +301.0% | -18.1% | +115.5% |
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