+44,849.9%
SCHW vs FAST
+79,450.5%
-34,600.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | +2.0% | +4.2% | -2.2% | +0.1% |
| 30D | -3.6% | +6.7% | -10.3% | -6.4% |
| 3M | -15.0% | +8.0% | -23.0% | -18.0% |
| 6M | +2.6% | +27.4% | -24.8% | -8.5% |
| YTD | -5.7% | +40.5% | -46.2% | -20.3% |
| 1Y | -0.9% | +38.4% | -39.3% | -15.7% |
| 3Y | +79.4% | +98.7% | -19.3% | +27.0% |
| 5Y | +21.2% | +106.7% | -85.5% | -16.9% |
| 10Y | +193.3% | +545.1% | -351.7% | +17.9% |
| All | +44,849.9% | +79,450.5% | -34,600.7% | +3,432.9% |
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