+294.9%
SCHW vs BN
+265.2%
+29.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -1.9% | -5.2% | +3.3% | +1.1% |
| 30D | -1.6% | -14.5% | +12.9% | +7.3% |
| 3M | +21.3% | -15.0% | +36.3% | +32.5% |
| 6M | +16.5% | -5.4% | +21.9% | +18.5% |
| YTD | +8.4% | -16.4% | +24.8% | +17.8% |
| 1Y | +15.6% | -16.2% | +31.9% | +24.9% |
| 3Y | +86.8% | +67.5% | +19.3% | +26.8% |
| 5Y | +60.5% | +34.1% | +26.4% | +21.9% |
| All | +294.9% | +265.2% | +29.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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