+44,717.2%
SCHW vs FICO
+81,563.4%
-36,846.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.1% |
| 7D | +4.2% | +0.9% | +3.3% | +3.9% |
| 30D | -3.8% | +9.4% | -13.2% | -6.4% |
| 3M | -13.6% | -30.4% | +16.8% | -8.4% |
| 6M | +5.3% | -35.1% | +40.4% | +12.2% |
| YTD | -6.0% | -56.8% | +50.8% | +9.0% |
| 1Y | -1.4% | -58.4% | +57.0% | +15.1% |
| 3Y | +77.4% | -26.7% | +104.1% | +73.1% |
| 5Y | +22.9% | +88.0% | -65.1% | -8.4% |
| 10Y | +199.3% | +545.7% | -346.5% | +57.7% |
| All | +44,717.2% | +81,563.4% | -36,846.3% | +12,378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling