+672.8%
SCHW vs BUD
+198.8%
+474.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | -0.4% | -4.8% | +4.4% | +1.8% |
| 3M | +21.7% | +1.4% | +20.3% | +20.4% |
| 6M | +13.0% | +9.9% | +3.1% | +7.1% |
| YTD | +8.0% | +26.3% | -18.3% | -4.4% |
| 1Y | +15.8% | +36.1% | -20.3% | -1.3% |
| 3Y | +87.7% | +48.6% | +39.1% | +48.5% |
| 5Y | +59.7% | +45.0% | +14.7% | +25.0% |
| 10Y | +292.9% | -23.1% | +316.0% | +292.5% |
| All | +672.8% | +198.8% | +474.0% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling