+294.9%
SCHW vs BB
+1.6%
+293.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -1.6% | -12.5% | +10.9% | -0.2% |
| 3M | +21.3% | -17.4% | +38.7% | +22.8% |
| 6M | +16.5% | +119.1% | -102.7% | +2.5% |
| YTD | +8.4% | +102.4% | -94.0% | -3.7% |
| 1Y | +15.6% | +98.2% | -82.6% | +2.6% |
| 3Y | +86.8% | +46.9% | +39.9% | +66.0% |
| 5Y | +60.5% | -26.4% | +86.9% | +51.4% |
| All | +294.9% | +1.6% | +293.3% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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