+86.8%
SCHW vs BX
+25.1%
+61.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.5% | -0.9% |
| 7D | -1.9% | -5.6% | +3.7% | 0.0% |
| 30D | -1.6% | -12.2% | +10.6% | +2.7% |
| 3M | +21.3% | +7.4% | +13.9% | +17.4% |
| 6M | +16.5% | +22.2% | -5.7% | +6.9% |
| YTD | +8.4% | -14.0% | +22.4% | +13.1% |
| 1Y | +15.6% | -27.3% | +42.9% | +28.4% |
| 3Y | +86.8% | +24.5% | +62.3% | +54.8% |
| All | +86.8% | +25.1% | +61.8% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling