+22.7%
SCHW vs FICO
+81.4%
-58.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.0% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | -4.1% | +8.4% | -12.5% | -5.5% |
| 3M | -13.6% | -30.5% | +16.9% | -10.2% |
| 6M | +5.0% | -35.7% | +40.7% | +9.5% |
| YTD | -6.3% | -57.2% | +50.9% | +4.2% |
| 1Y | -1.4% | -58.4% | +57.0% | +10.1% |
| 3Y | +77.6% | -24.8% | +102.4% | +70.0% |
| 5Y | +22.7% | +79.3% | -56.5% | -5.4% |
| All | +22.7% | +81.4% | -58.7% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling