+0.8%
SCHW vs B
+27.8%
-27.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +4.2% |
| 7D | +5.2% | +1.1% | +4.1% | +5.0% |
| 30D | -4.7% | +0.3% | -5.0% | -4.8% |
| 3M | -11.9% | +5.4% | -17.4% | -12.2% |
| 6M | +2.7% | +5.5% | -2.8% | +2.0% |
| YTD | -5.6% | -6.3% | +0.7% | -7.4% |
| 1Y | +0.8% | +29.4% | -28.6% | -7.0% |
| All | +0.8% | +27.8% | -27.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling