+86.8%
SCHW vs BBY
+42.8%
+44.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.6% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -1.6% | +9.4% | -11.0% | -3.3% |
| 3M | +21.3% | +19.3% | +1.9% | +17.2% |
| 6M | +16.5% | +47.9% | -31.4% | +7.5% |
| YTD | +8.4% | +39.6% | -31.2% | +1.0% |
| 1Y | +15.6% | +22.2% | -6.6% | +10.6% |
| 3Y | +86.8% | +45.0% | +41.9% | +61.2% |
| All | +86.8% | +42.8% | +44.1% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling