+59.6%
SCHW vs BB
-27.7%
+87.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.1% |
| 7D | -2.8% | -2.1% | -0.7% | -2.5% |
| 30D | -0.1% | -16.0% | +16.0% | +1.9% |
| 3M | +20.6% | -14.5% | +35.1% | +21.4% |
| 6M | +15.9% | +118.6% | -102.6% | +0.7% |
| YTD | +8.5% | +98.9% | -90.5% | -4.5% |
| 1Y | +17.8% | +99.5% | -81.6% | +3.1% |
| 3Y | +88.5% | +65.4% | +23.2% | +63.0% |
| All | +59.6% | -27.7% | +87.3% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling