+15.7%
SCHW vs BAH
-24.3%
+40.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | +0.3% |
| 7D | -2.8% | +2.4% | -5.2% | -3.0% |
| 30D | -0.1% | -2.9% | +2.9% | +0.2% |
| 3M | +20.6% | -1.3% | +21.9% | +20.3% |
| 6M | +15.9% | -0.9% | +16.8% | +15.3% |
| YTD | +8.5% | -8.2% | +16.7% | +8.5% |
| All | +15.7% | -24.3% | +40.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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