+60.6%
SCHW vs FFIV
+95.0%
-34.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.2% |
| 7D | -2.8% | +1.6% | -4.4% | -3.3% |
| 30D | -0.1% | -3.7% | +3.7% | +0.9% |
| 3M | +20.6% | +2.0% | +18.6% | +19.1% |
| 6M | +15.9% | +39.3% | -23.3% | +2.5% |
| YTD | +8.5% | +56.1% | -47.6% | -8.3% |
| 1Y | +17.8% | +22.0% | -4.1% | +8.2% |
| 3Y | +88.5% | +148.2% | -59.7% | +28.2% |
| 5Y | +60.6% | +96.3% | -35.7% | +16.6% |
| All | +60.6% | +95.0% | -34.4% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling