+59.6%
SCHW vs B
+156.1%
-96.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +0.8% |
| 7D | -2.8% | -5.0% | +2.3% | -2.6% |
| 30D | -0.1% | +8.7% | -8.8% | -0.3% |
| 3M | +20.6% | +17.3% | +3.3% | +19.9% |
| 6M | +15.9% | -5.0% | +21.0% | +16.0% |
| YTD | +8.5% | +1.4% | +7.0% | +8.1% |
| 1Y | +17.8% | +50.5% | -32.7% | +15.8% |
| 3Y | +88.5% | +194.4% | -105.8% | +80.7% |
| All | +59.6% | +156.1% | -96.5% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling