+13.4%
SCHW vs BNS
+52.2%
-38.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | +1.5% | +6.0% | -4.5% | +0.2% |
| 3M | +24.6% | +16.3% | +8.2% | +19.6% |
| 6M | +14.5% | +28.8% | -14.2% | +6.3% |
| YTD | +10.5% | +30.0% | -19.5% | +2.4% |
| 1Y | +13.4% | +50.7% | -37.3% | -2.3% |
| All | +13.4% | +52.2% | -38.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling