+15.6%
SCHW vs B
+53.3%
-37.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.9% | -2.4% | +0.5% | -1.8% |
| 30D | -1.6% | +6.3% | -8.0% | -1.8% |
| 3M | +21.3% | +12.1% | +9.1% | +20.9% |
| 6M | +16.5% | -3.1% | +19.6% | +16.8% |
| YTD | +8.4% | +2.0% | +6.5% | +7.5% |
| 1Y | +15.6% | +51.7% | -36.1% | +11.2% |
| All | +15.6% | +53.3% | -37.7% | +11.2% |
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