+14.1%
QCOM vs SCHW
+20.7%
-6.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.4% | -3.2% |
| 7D | +4.3% | +2.0% | +2.3% | +3.5% |
| 30D | -0.1% | -3.6% | +3.5% | +1.2% |
| 3M | +5.2% | -15.0% | +20.2% | +11.0% |
| 6M | -18.4% | +2.6% | -21.0% | -20.0% |
| YTD | +2.4% | -5.7% | +8.1% | +3.0% |
| 1Y | +0.9% | -0.9% | +1.8% | -0.5% |
| 3Y | +48.4% | +79.4% | -31.0% | +15.1% |
| All | +14.1% | +20.7% | -6.6% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling