+86.8%
SCHW vs BR
-5.3%
+92.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -3.0% | +1.1% | -0.7% |
| 30D | -1.6% | -0.3% | -1.3% | -1.5% |
| 3M | +21.3% | +17.3% | +4.0% | +13.0% |
| 6M | +16.5% | -6.7% | +23.2% | +19.4% |
| YTD | +8.4% | -23.4% | +31.9% | +21.3% |
| 1Y | +15.6% | -32.7% | +48.3% | +37.9% |
| 3Y | +86.8% | -5.9% | +92.8% | +79.9% |
| All | +86.8% | -5.3% | +92.2% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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