+762.6%
SCHW vs BAH
+925.2%
-162.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -0.7% |
| 7D | -2.8% | +2.4% | -5.2% | -3.5% |
| 30D | -0.1% | -2.9% | +2.9% | +0.7% |
| 3M | +20.6% | -1.3% | +21.9% | +20.3% |
| 6M | +15.9% | -0.9% | +16.8% | +14.7% |
| YTD | +8.5% | -8.2% | +16.7% | +8.9% |
| 1Y | +17.8% | -24.0% | +41.8% | +24.9% |
| 3Y | +88.5% | -28.1% | +116.6% | +92.1% |
| 5Y | +60.6% | +2.5% | +58.1% | +40.6% |
| 10Y | +298.0% | +205.5% | +92.5% | +128.9% |
| All | +762.6% | +925.2% | -162.6% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling