+123.9%
SBUX vs SCHW
+301.0%
-177.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.5% | -1.9% | -3.6% | -4.9% |
| 30D | -8.5% | -1.6% | -6.8% | -8.0% |
| 3M | -2.9% | +21.3% | -24.2% | -8.7% |
| 6M | -1.5% | +16.5% | -18.0% | -6.6% |
| YTD | +19.4% | +8.4% | +11.0% | +15.5% |
| 1Y | +22.9% | +15.6% | +7.3% | +16.4% |
| 3Y | +11.3% | +86.8% | -75.6% | -10.9% |
| 5Y | -6.9% | +60.5% | -67.4% | -24.8% |
| All | +123.9% | +301.0% | -177.1% | +28.0% |
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 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