+342.6%
SCHW vs FFIV
+7,502.3%
-7,159.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.3% | -1.5% | +0.2% | -0.9% |
| 30D | -0.4% | -2.7% | +2.3% | +0.1% |
| 3M | +21.7% | -1.7% | +23.3% | +21.7% |
| 6M | +13.0% | +36.1% | -23.2% | +3.4% |
| YTD | +8.0% | +52.6% | -44.6% | -4.2% |
| 1Y | +15.8% | +21.5% | -5.7% | +8.3% |
| 3Y | +87.7% | +142.7% | -55.0% | +45.5% |
| 5Y | +59.7% | +92.6% | -32.9% | +29.9% |
| 10Y | +292.9% | +225.5% | +67.4% | +176.3% |
| All | +342.6% | +7,502.3% | -7,159.7% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling