+295.2%
SCHW vs AXON
+1,813.9%
-1,518.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | -2.8% | -11.0% | +8.3% | -0.9% |
| 30D | -0.1% | -24.7% | +24.7% | +4.4% |
| 3M | +20.6% | +7.0% | +13.6% | +17.9% |
| 6M | +15.9% | -9.6% | +25.6% | +15.7% |
| YTD | +8.5% | -15.7% | +24.2% | +8.8% |
| 1Y | +17.8% | -35.9% | +53.8% | +23.4% |
| 3Y | +88.5% | +123.0% | -34.5% | +50.8% |
| 5Y | +60.6% | +166.3% | -105.7% | +19.7% |
| All | +295.2% | +1,813.9% | -1,518.7% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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