+59.5%
SCHW vs BR
+8.0%
+51.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -1.9% | -3.0% | +1.1% | -0.5% |
| 30D | -1.6% | -0.3% | -1.3% | -1.6% |
| 3M | +21.3% | +17.3% | +4.0% | +12.1% |
| 6M | +16.5% | -6.7% | +23.2% | +19.4% |
| YTD | +8.4% | -23.4% | +31.9% | +21.8% |
| 1Y | +15.6% | -32.7% | +48.3% | +38.5% |
| 3Y | +86.8% | -5.9% | +92.8% | +86.1% |
| All | +59.5% | +8.0% | +51.5% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling