+13.4%
SCHW vs BKR
+42.5%
-29.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.8% | +1.7% | -2.5% | -0.9% |
| 30D | +1.5% | +3.3% | -1.9% | +1.2% |
| 3M | +24.6% | -3.6% | +28.1% | +25.2% |
| 6M | +14.5% | +5.0% | +9.5% | +14.1% |
| YTD | +10.5% | +40.9% | -30.5% | +5.1% |
| 1Y | +13.4% | +39.2% | -25.9% | +7.5% |
| All | +13.4% | +42.5% | -29.1% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling