+880.6%
SCHW vs FANG
+1,412.9%
-532.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | +2.9% | -4.8% | -2.6% |
| 30D | -1.6% | +2.6% | -4.2% | -2.3% |
| 3M | +21.3% | +7.6% | +13.7% | +18.5% |
| 6M | +16.5% | +17.3% | -0.8% | +10.8% |
| YTD | +8.4% | +38.7% | -30.3% | -1.5% |
| 1Y | +15.6% | +51.6% | -36.0% | +2.4% |
| 3Y | +86.8% | +50.0% | +36.9% | +62.3% |
| 5Y | +60.5% | +237.6% | -177.1% | +10.6% |
| 10Y | +297.7% | +180.7% | +117.1% | +147.1% |
| All | +880.6% | +1,412.9% | -532.2% | +287.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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