+294.9%
SCHW vs ALLY
+189.7%
+105.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -1.9% | -3.8% | +1.9% | -0.2% |
| 30D | -1.6% | -4.9% | +3.3% | +0.6% |
| 3M | +21.3% | -2.6% | +23.9% | +22.4% |
| 6M | +16.5% | +15.7% | +0.7% | +7.9% |
| YTD | +8.4% | -5.2% | +13.6% | +9.6% |
| 1Y | +15.6% | +2.8% | +12.8% | +12.1% |
| 3Y | +86.8% | +63.4% | +23.4% | +38.5% |
| 5Y | +60.5% | -2.6% | +63.1% | +46.6% |
| All | +294.9% | +189.7% | +105.2% | +97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling