+187.9%
SCHW vs B
+216.6%
-28.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +2.0% | -7.3% | +9.3% | +1.8% |
| 30D | -3.6% | -3.3% | -0.3% | -3.7% |
| 3M | -15.0% | -7.8% | -7.2% | -15.1% |
| 6M | +2.6% | -15.5% | +18.2% | +2.3% |
| YTD | -5.7% | -12.3% | +6.6% | -5.8% |
| 1Y | -0.9% | +5.4% | -6.3% | -0.3% |
| 3Y | +79.4% | +165.5% | -86.1% | +89.6% |
| 5Y | +21.2% | +107.0% | -85.8% | +25.9% |
| All | +187.9% | +216.6% | -28.7% | +223.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling