+38.2%
QCOM vs SCHW
+57.2%
-19.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.2% |
| 3M | -7.0% | +20.6% | -27.6% | -13.5% |
| 6M | +32.0% | +15.9% | +16.1% | +23.9% |
| YTD | +5.0% | +8.5% | -3.5% | +0.9% |
| 1Y | +13.6% | +17.8% | -4.2% | +5.5% |
| 3Y | +77.6% | +88.5% | -11.0% | +36.7% |
| 5Y | +38.2% | +60.6% | -22.4% | +15.1% |
| All | +38.2% | +57.2% | -19.0% | +15.1% |
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