+51,567.6%
SCHW vs BRO
+25,535.4%
+26,032.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | -7.3% | +5.5% | +0.7% |
| 30D | -1.6% | -6.9% | +5.2% | +0.7% |
| 3M | +21.3% | +10.7% | +10.6% | +16.6% |
| 6M | +16.5% | -2.7% | +19.2% | +16.6% |
| YTD | +8.4% | -16.3% | +24.7% | +13.8% |
| 1Y | +15.6% | -29.1% | +44.7% | +28.1% |
| 3Y | +86.8% | -7.8% | +94.7% | +86.4% |
| 5Y | +60.5% | +18.7% | +41.8% | +45.4% |
| 10Y | +297.7% | +291.9% | +5.9% | +145.9% |
| All | +51,567.6% | +25,535.4% | +26,032.1% | +24,666.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling