+59.5%
SCHW vs BX
+17.9%
+41.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.5% | -1.0% |
| 7D | -1.9% | -5.6% | +3.7% | +0.2% |
| 30D | -1.6% | -12.2% | +10.6% | +3.0% |
| 3M | +21.3% | +7.4% | +13.9% | +17.3% |
| 6M | +16.5% | +22.2% | -5.7% | +6.5% |
| YTD | +8.4% | -14.0% | +22.4% | +12.9% |
| 1Y | +15.6% | -27.3% | +42.9% | +28.2% |
| 3Y | +86.8% | +24.5% | +62.3% | +61.7% |
| All | +59.5% | +17.9% | +41.6% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling