+294.9%
SCHW vs BNY
+416.3%
-121.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -1.3% | -0.5% | -0.8% |
| 30D | -1.6% | -0.2% | -1.5% | -1.5% |
| 3M | +21.3% | +14.9% | +6.3% | +7.8% |
| 6M | +16.5% | +40.0% | -23.5% | -12.5% |
| YTD | +8.4% | +42.0% | -33.6% | -19.9% |
| 1Y | +15.6% | +56.9% | -41.2% | -21.6% |
| 3Y | +86.8% | +289.9% | -203.0% | -41.9% |
| 5Y | +60.5% | +259.2% | -198.7% | -46.8% |
| All | +294.9% | +416.3% | -121.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling