+0.8%
SCHW vs FIS
-50.5%
+51.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -23.7% | +28.3% | +7.0% |
| 7D | +5.2% | -18.4% | +23.6% | +5.8% |
| 30D | -4.7% | -11.4% | +6.7% | -6.4% |
| 3M | -11.9% | -32.0% | +20.0% | -7.1% |
| 6M | +2.7% | -35.6% | +38.3% | +9.1% |
| YTD | -5.6% | -53.8% | +48.2% | +7.7% |
| 1Y | +0.8% | -51.1% | +51.8% | +14.9% |
| All | +0.8% | -50.5% | +51.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling