+39.4%
SCHW vs BIYA
-99.8%
+139.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | -1.9% | -1.8% | -0.1% | -1.9% |
| 30D | -1.6% | -17.5% | +15.8% | -1.5% |
| 3M | +21.3% | -78.0% | +99.3% | +21.2% |
| 6M | +16.5% | -89.5% | +106.0% | +16.7% |
| YTD | +8.4% | -94.3% | +102.7% | +9.2% |
| 1Y | +15.6% | -98.6% | +114.2% | +18.0% |
| All | +39.4% | -99.8% | +139.2% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling