+295.2%
SCHW vs BUD
-22.8%
+318.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -2.8% | -3.2% | +0.4% | -1.5% |
| 30D | -0.1% | -3.7% | +3.6% | +1.4% |
| 3M | +20.6% | -4.4% | +25.0% | +22.3% |
| 6M | +15.9% | +7.7% | +8.2% | +11.5% |
| YTD | +8.5% | +23.1% | -14.6% | -1.5% |
| 1Y | +17.8% | +33.6% | -15.8% | +3.2% |
| 3Y | +88.5% | +44.7% | +43.8% | +54.9% |
| 5Y | +60.6% | +44.9% | +15.7% | +29.3% |
| All | +295.2% | -22.8% | +318.0% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling