+86.8%
SCHW vs FITB
+130.4%
-43.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -1.6% | -5.7% | +4.0% | +1.0% |
| 3M | +21.3% | +3.2% | +18.1% | +19.2% |
| 6M | +16.5% | +23.4% | -6.9% | +4.6% |
| YTD | +8.4% | +18.8% | -10.4% | -1.5% |
| 1Y | +15.6% | +25.0% | -9.3% | +2.0% |
| 3Y | +86.8% | +131.2% | -44.4% | +12.5% |
| All | +86.8% | +130.4% | -43.6% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling