+59.6%
SCHW vs BEN
+36.0%
+23.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.4% |
| 7D | -2.8% | +0.3% | -3.1% | -3.0% |
| 30D | -0.1% | +0.9% | -1.0% | -0.6% |
| 3M | +20.6% | +9.2% | +11.4% | +15.4% |
| 6M | +15.9% | +36.8% | -20.8% | -0.8% |
| YTD | +8.5% | +44.4% | -35.9% | -9.7% |
| 1Y | +17.8% | +45.8% | -28.0% | -2.7% |
| 3Y | +88.5% | +52.5% | +36.0% | +47.9% |
| All | +59.6% | +36.0% | +23.6% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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