+570.7%
SCHW vs BB
+261.2%
+309.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | -1.1% | -12.2% | +11.2% | +1.1% |
| 3M | +20.4% | -12.3% | +32.7% | +21.2% |
| 6M | +13.6% | +122.7% | -109.1% | -6.4% |
| YTD | +7.7% | +104.5% | -96.8% | -9.8% |
| 1Y | +15.2% | +106.7% | -91.5% | -4.4% |
| 3Y | +87.1% | +70.0% | +17.2% | +51.2% |
| 5Y | +57.5% | -27.8% | +85.3% | +44.0% |
| 10Y | +295.1% | +2.4% | +292.7% | +168.6% |
| All | +570.7% | +261.2% | +309.5% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling