+59.5%
SCHW vs FISV
-53.5%
+113.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -1.3% |
| 7D | -1.9% | -2.7% | +0.8% | -1.3% |
| 30D | -1.6% | 0.0% | -1.7% | -1.8% |
| 3M | +21.3% | -2.8% | +24.1% | +21.4% |
| 6M | +16.5% | -11.8% | +28.3% | +18.9% |
| YTD | +8.4% | -23.2% | +31.6% | +14.0% |
| 1Y | +15.6% | -62.0% | +77.6% | +40.3% |
| 3Y | +86.8% | -57.6% | +144.5% | +90.4% |
| All | +59.5% | -53.5% | +113.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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