+0.8%
SCHW vs FITB
+36.9%
-36.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.1% |
| 7D | +5.2% | +2.3% | +2.9% | +4.4% |
| 30D | -4.7% | +7.7% | -12.4% | -6.9% |
| 3M | -11.9% | -4.5% | -7.5% | -10.8% |
| 6M | +2.7% | +12.5% | -9.8% | -1.0% |
| YTD | -5.6% | +19.8% | -25.4% | -12.7% |
| 1Y | +0.8% | +34.1% | -33.4% | -12.9% |
| All | +0.8% | +36.9% | -36.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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