+38.5%
SCHW vs BIYA
-99.8%
+138.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.6% | +2.7% | -4.3% | -1.6% |
| 30D | -1.1% | -16.7% | +15.6% | -0.9% |
| 3M | +20.4% | -74.6% | +95.0% | +20.1% |
| 6M | +13.6% | -85.4% | +99.0% | +13.3% |
| YTD | +7.7% | -94.2% | +101.9% | +8.5% |
| 1Y | +15.2% | -98.6% | +113.8% | +17.6% |
| All | +38.5% | -99.8% | +138.2% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling