+595.2%
SCHW vs BX
+846.0%
-250.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +1.9% |
| 7D | -2.8% | -8.9% | +6.1% | +0.9% |
| 30D | -0.1% | -14.8% | +14.7% | +6.4% |
| 3M | +20.6% | +6.9% | +13.7% | +16.5% |
| 6M | +15.9% | +16.3% | -0.3% | +7.4% |
| YTD | +8.5% | -16.1% | +24.6% | +14.2% |
| 1Y | +17.8% | -26.8% | +44.6% | +30.7% |
| 3Y | +88.5% | +22.4% | +66.1% | +63.8% |
| 5Y | +60.6% | +16.0% | +44.6% | +35.3% |
| 10Y | +298.0% | +646.9% | -348.9% | +53.5% |
| All | +595.2% | +846.0% | -250.8% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling