+877.1%
SCHW vs FIS
+331.2%
+545.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.5% |
| 7D | -1.6% | -9.1% | +7.5% | +3.4% |
| 30D | -1.1% | -10.4% | +9.4% | +4.5% |
| 3M | +20.4% | -3.7% | +24.1% | +21.5% |
| 6M | +13.6% | -24.8% | +38.4% | +29.9% |
| YTD | +7.7% | -41.6% | +49.3% | +40.3% |
| 1Y | +15.2% | -42.7% | +57.9% | +50.9% |
| 3Y | +87.1% | -26.2% | +113.4% | +106.0% |
| 5Y | +57.5% | -66.1% | +123.6% | +149.3% |
| 10Y | +295.1% | -40.9% | +336.0% | +330.9% |
| All | +877.1% | +331.2% | +545.8% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling