+589.2%
SCHW vs BLK
+12,788.7%
-12,199.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.3% |
| 7D | -2.8% | -5.2% | +2.4% | +0.6% |
| 30D | -0.1% | -7.0% | +7.0% | +4.7% |
| 3M | +20.6% | +5.7% | +14.9% | +15.9% |
| 6M | +15.9% | +11.0% | +4.9% | +7.4% |
| YTD | +8.5% | +0.9% | +7.6% | +6.1% |
| 1Y | +17.8% | -1.6% | +19.5% | +16.8% |
| 3Y | +88.5% | +64.5% | +24.1% | +32.2% |
| 5Y | +60.6% | +30.9% | +29.8% | +28.6% |
| 10Y | +298.0% | +275.1% | +22.9% | +60.1% |
| All | +589.2% | +12,788.7% | -12,199.6% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling