+86.8%
SCHW vs BNS
+130.5%
-43.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.4% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -1.6% | +3.5% | -5.1% | -3.3% |
| 3M | +21.3% | +14.1% | +7.2% | +13.2% |
| 6M | +16.5% | +33.8% | -17.3% | -0.5% |
| YTD | +8.4% | +29.5% | -21.0% | -5.8% |
| 1Y | +15.6% | +48.4% | -32.8% | -7.4% |
| 3Y | +86.8% | +129.6% | -42.8% | +7.3% |
| All | +86.8% | +130.5% | -43.6% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling