+21.5%
SCHW vs ALLY
-10.0%
+31.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | -3.6% | +5.2% | -8.8% | -5.6% |
| 3M | -15.0% | -13.3% | -1.7% | -10.3% |
| 6M | +2.6% | -6.7% | +9.3% | +4.8% |
| YTD | -5.7% | -12.8% | +7.1% | -1.6% |
| 1Y | -0.9% | +0.7% | -1.6% | -2.5% |
| 3Y | +79.4% | +65.2% | +14.2% | +36.3% |
| All | +21.5% | -10.0% | +31.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling