+295.2%
SCHW vs FIVE
+483.6%
-188.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.3% |
| 7D | -2.8% | +0.6% | -3.3% | -3.0% |
| 30D | -0.1% | +3.0% | -3.1% | -0.9% |
| 3M | +20.6% | +23.2% | -2.6% | +14.1% |
| 6M | +15.9% | +9.2% | +6.8% | +11.9% |
| YTD | +8.5% | +28.1% | -19.6% | +0.5% |
| 1Y | +17.8% | +65.3% | -47.4% | +1.9% |
| 3Y | +88.5% | +49.4% | +39.1% | +56.5% |
| 5Y | +60.6% | +29.5% | +31.1% | +33.7% |
| All | +295.2% | +483.6% | -188.4% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling