+393.9%
SCHW vs ALLY
+117.4%
+276.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -0.7% |
| 7D | -1.3% | +1.0% | -2.3% | -1.8% |
| 30D | -0.4% | -3.3% | +2.9% | +1.1% |
| 3M | +21.7% | +0.5% | +21.2% | +21.0% |
| 6M | +13.0% | +12.6% | +0.4% | +5.8% |
| YTD | +8.0% | -4.7% | +12.7% | +9.0% |
| 1Y | +15.8% | +5.2% | +10.6% | +10.9% |
| 3Y | +87.7% | +66.5% | +21.2% | +37.0% |
| 5Y | +59.7% | +0.2% | +59.4% | +43.0% |
| 10Y | +292.9% | +180.8% | +112.1% | +91.8% |
| All | +393.9% | +117.4% | +276.5% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALLY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling