+0.8%
SCHW vs FAST
+32.0%
-31.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.4% |
| 7D | +5.2% | +3.4% | +1.8% | +4.9% |
| 30D | -4.7% | +5.5% | -10.2% | -5.0% |
| 3M | -11.9% | +7.6% | -19.5% | -12.4% |
| 6M | +2.7% | +19.8% | -17.1% | +1.6% |
| YTD | -5.6% | +35.5% | -41.1% | -10.7% |
| 1Y | +0.8% | +31.6% | -30.8% | -4.5% |
| All | +0.8% | +32.0% | -31.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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