+52,550.4%
SCHW vs FAST
+71,032.5%
-18,482.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | +1.5% | -0.8% | +2.3% | +1.7% |
| 3M | +24.6% | +5.8% | +18.8% | +20.9% |
| 6M | +14.5% | +8.0% | +6.6% | +9.4% |
| YTD | +10.5% | +25.6% | -15.2% | -1.8% |
| 1Y | +13.4% | +0.8% | +12.6% | +10.9% |
| 3Y | +88.3% | +86.1% | +2.2% | +37.0% |
| 5Y | +62.1% | +100.2% | -38.1% | +12.7% |
| 10Y | +297.3% | +494.2% | -196.9% | +65.6% |
| All | +52,550.4% | +71,032.5% | -18,482.1% | +4,253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling