+905.4%
SCHW vs FIVE
+868.1%
+37.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.2% |
| 7D | -0.8% | +4.3% | -5.1% | -1.8% |
| 30D | +1.5% | +12.5% | -11.0% | -1.5% |
| 3M | +24.6% | +31.2% | -6.7% | +16.4% |
| 6M | +14.5% | +14.4% | +0.2% | +9.6% |
| YTD | +10.5% | +33.9% | -23.4% | +1.7% |
| 1Y | +13.4% | +65.1% | -51.7% | -1.2% |
| 3Y | +88.3% | +49.0% | +39.3% | +57.8% |
| 5Y | +62.1% | +30.3% | +31.8% | +35.9% |
| 10Y | +297.3% | +481.1% | -183.8% | +122.3% |
| All | +905.4% | +868.1% | +37.3% | +400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling