+0.8%
SCHW vs FFIV
+33.5%
-32.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | +5.2% | -9.8% | +15.0% | +5.9% |
| 30D | -4.7% | -28.1% | +23.4% | -2.9% |
| 3M | -11.9% | -20.0% | +8.1% | -11.1% |
| 6M | +2.7% | -0.1% | +2.8% | +0.7% |
| YTD | -5.6% | +29.2% | -34.8% | -11.8% |
| 1Y | +0.8% | +36.6% | -35.8% | -6.4% |
| All | +0.8% | +33.5% | -32.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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