+294.9%
SCHW vs FIS
-39.8%
+334.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.9% | -7.9% | +6.0% | +1.6% |
| 30D | -1.6% | -8.0% | +6.3% | +1.7% |
| 3M | +21.3% | +0.6% | +20.7% | +19.9% |
| 6M | +16.5% | -22.2% | +38.7% | +28.4% |
| YTD | +8.4% | -40.8% | +49.2% | +34.5% |
| 1Y | +15.6% | -41.5% | +57.1% | +43.7% |
| 3Y | +86.8% | -25.5% | +112.3% | +100.8% |
| 5Y | +60.5% | -64.8% | +125.3% | +139.1% |
| All | +294.9% | -39.8% | +334.7% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling