+997.3%
SCHW vs BIDU
+1,272.6%
-275.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -2.8% | -5.2% | +2.5% | -1.7% |
| 30D | -0.1% | -14.5% | +14.4% | +3.0% |
| 3M | +20.6% | -22.9% | +43.5% | +26.8% |
| 6M | +15.9% | -27.8% | +43.8% | +22.5% |
| YTD | +8.5% | -30.7% | +39.2% | +14.9% |
| 1Y | +17.8% | -15.8% | +33.7% | +18.2% |
| 3Y | +88.5% | -33.2% | +121.8% | +91.8% |
| 5Y | +60.6% | -44.8% | +105.4% | +58.1% |
| 10Y | +298.0% | -50.3% | +348.3% | +267.1% |
| All | +997.3% | +1,272.6% | -275.3% | +383.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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