+51,225.6%
SCHW vs BP
+1,388.4%
+49,837.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | -1.6% | +4.0% | -5.6% | -3.4% |
| 30D | -1.1% | +7.8% | -8.9% | -4.7% |
| 3M | +20.4% | +8.4% | +12.0% | +14.8% |
| 6M | +13.6% | +15.1% | -1.4% | +4.4% |
| YTD | +7.7% | +36.4% | -28.7% | -9.2% |
| 1Y | +15.2% | +40.9% | -25.7% | -4.8% |
| 3Y | +87.1% | +38.8% | +48.3% | +51.1% |
| 5Y | +57.5% | +141.1% | -83.6% | -5.9% |
| 10Y | +295.1% | +133.9% | +161.2% | +123.9% |
| All | +51,225.6% | +1,388.4% | +49,837.1% | +12,939.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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