+86.8%
SCHW vs FFIV
+155.7%
-68.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.8% |
| 7D | -1.9% | +5.4% | -7.3% | -3.0% |
| 30D | -1.6% | -2.7% | +1.0% | -1.2% |
| 3M | +21.3% | +4.5% | +16.7% | +19.5% |
| 6M | +16.5% | +42.2% | -25.7% | +5.8% |
| YTD | +8.4% | +61.3% | -52.9% | -5.3% |
| 1Y | +15.6% | +23.0% | -7.4% | +8.9% |
| 3Y | +86.8% | +156.3% | -69.4% | +33.2% |
| All | +86.8% | +155.7% | -68.9% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling