+51,225.6%
SCHW vs BN
+14,569.6%
+36,655.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.7% |
| 7D | -1.6% | -3.0% | +1.4% | 0.0% |
| 30D | -1.1% | -13.0% | +12.0% | +6.2% |
| 3M | +20.4% | -15.2% | +35.6% | +30.7% |
| 6M | +13.6% | -5.9% | +19.5% | +15.9% |
| YTD | +7.7% | -15.8% | +23.5% | +15.8% |
| 1Y | +15.2% | -12.2% | +27.4% | +20.7% |
| 3Y | +87.1% | +72.2% | +14.9% | +33.3% |
| 5Y | +57.5% | +33.2% | +24.3% | +25.6% |
| 10Y | +295.1% | +264.7% | +30.4% | +84.7% |
| All | +51,225.6% | +14,569.6% | +36,655.9% | +7,132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling