+292.9%
SCHW vs FICO
+607.5%
-314.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.3% | -15.4% | +14.1% | +2.3% |
| 30D | -0.4% | -10.4% | +10.0% | +1.6% |
| 3M | +21.7% | -22.7% | +44.4% | +27.5% |
| 6M | +13.0% | -36.8% | +49.7% | +22.9% |
| YTD | +8.0% | -44.8% | +52.8% | +21.4% |
| 1Y | +15.8% | -39.3% | +55.1% | +25.3% |
| 3Y | +87.7% | +3.7% | +84.0% | +65.5% |
| 5Y | +59.7% | +101.7% | -42.1% | +9.1% |
| 10Y | +292.9% | +602.8% | -309.9% | +41.9% |
| All | +292.9% | +607.5% | -314.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling