+59.6%
SCHW vs BN
+32.6%
+27.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.3% |
| 7D | -2.8% | -5.9% | +3.1% | 0.0% |
| 30D | -0.1% | -15.1% | +15.0% | +7.7% |
| 3M | +20.6% | -14.6% | +35.2% | +29.5% |
| 6M | +15.9% | -8.4% | +24.4% | +19.5% |
| YTD | +8.5% | -16.8% | +25.3% | +16.6% |
| 1Y | +17.8% | -14.4% | +32.2% | +24.4% |
| 3Y | +88.5% | +70.1% | +18.4% | +34.4% |
| All | +59.6% | +32.6% | +27.1% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling