+59.7%
SCHW vs FICO
+102.0%
-42.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.3% | -15.4% | +14.1% | +1.1% |
| 30D | -0.4% | -10.4% | +10.0% | +1.0% |
| 3M | +21.7% | -22.7% | +44.4% | +25.6% |
| 6M | +13.0% | -36.8% | +49.7% | +19.9% |
| YTD | +8.0% | -44.8% | +52.8% | +17.3% |
| 1Y | +15.8% | -39.3% | +55.1% | +22.5% |
| 3Y | +87.7% | +3.7% | +84.0% | +71.7% |
| 5Y | +59.7% | +101.7% | -42.1% | +35.7% |
| All | +59.7% | +102.0% | -42.3% | +35.7% |
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