+295.2%
SCHW vs FAST
+531.9%
-236.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.5% |
| 7D | -2.8% | -0.4% | -2.3% | -2.6% |
| 30D | -0.1% | -6.4% | +6.4% | +3.1% |
| 3M | +20.6% | +7.1% | +13.5% | +16.1% |
| 6M | +15.9% | +7.0% | +8.9% | +10.8% |
| YTD | +8.5% | +24.1% | -15.6% | -4.4% |
| 1Y | +17.8% | +4.4% | +13.5% | +13.0% |
| 3Y | +88.5% | +93.2% | -4.7% | +26.9% |
| 5Y | +60.6% | +106.4% | -45.7% | +2.1% |
| All | +295.2% | +531.9% | -236.7% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling