+59.5%
SCHW vs BLK
+32.0%
+27.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.1% |
| 7D | -1.9% | -3.3% | +1.4% | +0.2% |
| 30D | -1.6% | -6.5% | +4.9% | +2.5% |
| 3M | +21.3% | +6.7% | +14.5% | +15.9% |
| 6M | +16.5% | +14.7% | +1.8% | +5.7% |
| YTD | +8.4% | +2.5% | +5.9% | +5.0% |
| 1Y | +15.6% | -2.8% | +18.4% | +15.7% |
| 3Y | +86.8% | +65.9% | +21.0% | +26.8% |
| All | +59.5% | +32.0% | +27.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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