+0.1%
SCHW vs BX
-12.7%
+12.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | +0.3% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | -4.4% | +6.7% | -11.1% | -5.9% |
| 3M | -14.0% | -11.1% | -3.0% | -11.7% |
| 6M | +0.8% | -0.4% | +1.3% | +0.2% |
| YTD | -6.4% | -19.1% | +12.6% | -0.6% |
| 1Y | +0.1% | -13.6% | +13.6% | +3.0% |
| All | +0.1% | -12.7% | +12.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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