+87.0%
SCHW vs BN
+69.2%
+17.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.2% |
| 7D | -2.8% | -5.9% | +3.1% | -0.4% |
| 30D | -0.1% | -15.1% | +15.0% | +6.4% |
| 3M | +20.6% | -14.6% | +35.2% | +28.0% |
| 6M | +15.9% | -8.4% | +24.4% | +18.8% |
| YTD | +8.5% | -16.8% | +25.3% | +15.4% |
| 1Y | +17.8% | -14.4% | +32.2% | +23.4% |
| All | +87.0% | +69.2% | +17.8% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling