+17.8%
SCHW vs FIVE
+69.1%
-51.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.0% |
| 7D | -2.8% | +0.6% | -3.3% | -2.8% |
| 30D | -0.1% | +3.0% | -3.1% | -0.4% |
| 3M | +20.6% | +23.2% | -2.6% | +18.1% |
| 6M | +15.9% | +9.2% | +6.8% | +14.8% |
| YTD | +8.5% | +28.1% | -19.6% | +4.4% |
| 1Y | +17.8% | +65.3% | -47.4% | +10.2% |
| All | +17.8% | +69.1% | -51.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling