+57.5%
SCHW vs FIVE
+35.6%
+21.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | -1.6% | +1.7% | -3.2% | -1.9% |
| 30D | -1.1% | +5.0% | -6.1% | -2.0% |
| 3M | +20.4% | +29.5% | -9.1% | +14.4% |
| 6M | +13.6% | +12.4% | +1.2% | +10.2% |
| YTD | +7.7% | +31.2% | -23.5% | +1.3% |
| 1Y | +15.2% | +72.9% | -57.7% | +2.4% |
| 3Y | +87.1% | +53.0% | +34.1% | +63.8% |
| 5Y | +57.5% | +34.2% | +23.3% | +37.2% |
| All | +57.5% | +35.6% | +21.9% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling