+758.4%
SCHW vs FIVE
+846.9%
-88.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +2.0% | +2.7% | -0.7% | +1.3% |
| 30D | -3.6% | +12.7% | -16.3% | -6.3% |
| 3M | -15.0% | +2.1% | -17.0% | -15.7% |
| 6M | +2.6% | +17.5% | -14.8% | -2.2% |
| YTD | -5.7% | +31.0% | -36.6% | -12.9% |
| 1Y | -0.9% | +67.7% | -68.6% | -13.8% |
| 3Y | +79.4% | +43.4% | +36.0% | +51.6% |
| 5Y | +21.2% | +18.1% | +3.1% | +4.2% |
| 10Y | +193.3% | +508.8% | -315.5% | +62.6% |
| All | +758.4% | +846.9% | -88.6% | +328.3% |
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