+15.6%
SCHW vs BRO
-27.7%
+43.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | -7.3% | +5.5% | -0.6% |
| 30D | -1.6% | -6.9% | +5.2% | -0.4% |
| 3M | +21.3% | +10.7% | +10.6% | +19.3% |
| 6M | +16.5% | -2.7% | +19.2% | +16.2% |
| YTD | +8.4% | -16.3% | +24.7% | +9.2% |
| 1Y | +15.6% | -29.1% | +44.7% | +18.3% |
| All | +15.6% | -27.7% | +43.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling