+70.9%
QCOM vs SCHW
+86.8%
-15.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | +4.9% | -2.8% | +7.7% | +5.9% |
| 30D | +9.3% | -0.1% | +9.4% | +9.1% |
| 3M | -7.0% | +20.6% | -27.6% | -13.8% |
| 6M | +32.0% | +15.9% | +16.1% | +23.5% |
| YTD | +5.0% | +8.5% | -3.5% | +0.9% |
| 1Y | +13.6% | +17.8% | -4.2% | +4.8% |
| All | +70.9% | +86.8% | -15.9% | +23.3% |
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