+21.5%
SCHW vs ALK
-31.3%
+52.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | -3.6% | +7.7% | -11.3% | -5.8% |
| 3M | -15.0% | -19.0% | +4.0% | -10.7% |
| 6M | +2.6% | -0.2% | +2.8% | -0.1% |
| YTD | -5.7% | -23.5% | +17.8% | -1.9% |
| 1Y | -0.9% | -9.1% | +8.2% | -2.9% |
| 3Y | +79.4% | +12.0% | +67.4% | +46.1% |
| All | +21.5% | -31.3% | +52.8% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling