+51,225.6%
SCHW vs FITB
+2,819.0%
+48,406.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -1.1% | -5.1% | +4.1% | +1.1% |
| 3M | +20.4% | +3.5% | +16.8% | +18.4% |
| 6M | +13.6% | +17.2% | -3.6% | +5.6% |
| YTD | +7.7% | +17.6% | -9.9% | -0.4% |
| 1Y | +15.2% | +23.4% | -8.2% | +4.1% |
| 3Y | +87.1% | +129.7% | -42.6% | +28.4% |
| 5Y | +57.5% | +68.4% | -10.9% | +22.9% |
| 10Y | +295.1% | +285.6% | +9.5% | +113.2% |
| All | +51,225.6% | +2,819.0% | +48,406.6% | +8,895.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling