+673.8%
SCHW vs BR
+1,282.8%
-609.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.8% | -6.0% | +3.2% | +1.0% |
| 30D | -0.1% | -0.9% | +0.8% | +0.3% |
| 3M | +20.6% | +16.4% | +4.2% | +8.7% |
| 6M | +15.9% | -8.2% | +24.1% | +20.3% |
| YTD | +8.5% | -23.2% | +31.7% | +25.2% |
| 1Y | +17.8% | -30.9% | +48.8% | +45.1% |
| 3Y | +88.5% | -5.0% | +93.5% | +86.0% |
| 5Y | +60.6% | +8.8% | +51.9% | +41.3% |
| 10Y | +298.0% | +190.1% | +108.0% | +73.6% |
| All | +673.8% | +1,282.8% | -609.0% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling