+77.6%
SCHW vs FICO
-19.7%
+97.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.1% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | -4.1% | +8.4% | -12.5% | -5.1% |
| 3M | -13.6% | -30.5% | +16.9% | -11.1% |
| 6M | +5.0% | -35.7% | +40.7% | +8.3% |
| YTD | -6.3% | -57.2% | +50.9% | +1.7% |
| 1Y | -1.4% | -58.4% | +57.0% | +7.3% |
| 3Y | +77.6% | -24.8% | +102.4% | +85.2% |
| All | +77.6% | -19.7% | +97.3% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling