+61.3%
SCHW vs BROS
+33.7%
+27.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.1% |
| 7D | -2.8% | -6.1% | +3.3% | -2.1% |
| 30D | -0.1% | -12.4% | +12.3% | +1.3% |
| 3M | +20.6% | -27.9% | +48.5% | +24.3% |
| 6M | +15.9% | -16.8% | +32.7% | +17.1% |
| YTD | +8.5% | -29.0% | +37.5% | +11.4% |
| 1Y | +17.8% | -33.2% | +51.0% | +21.5% |
| 3Y | +88.5% | +56.8% | +31.8% | +71.4% |
| All | +61.3% | +33.7% | +27.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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