+295.2%
SCHW vs ALK
-37.3%
+332.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | -2.8% | -3.1% | +0.4% | -1.8% |
| 30D | -0.1% | -17.1% | +17.1% | +5.8% |
| 3M | +20.6% | -3.8% | +24.3% | +20.4% |
| 6M | +15.9% | -5.3% | +21.2% | +14.1% |
| YTD | +8.5% | -20.3% | +28.8% | +12.3% |
| 1Y | +17.8% | -36.0% | +53.8% | +30.6% |
| 3Y | +88.5% | +0.8% | +87.8% | +66.0% |
| 5Y | +60.6% | -28.5% | +89.1% | +57.7% |
| All | +295.2% | -37.3% | +332.5% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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