+0.8%
SCHW vs FIX
+14.3%
-13.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -15.1% | +19.7% | +4.4% |
| 7D | +5.2% | -18.9% | +24.1% | +5.0% |
| 30D | -4.7% | -36.3% | +31.6% | -4.8% |
| 3M | -11.9% | -38.5% | +26.6% | -12.0% |
| 6M | +2.7% | -42.3% | +45.0% | +2.3% |
| YTD | -5.6% | +17.1% | -22.7% | -14.0% |
| 1Y | +0.8% | +14.4% | -13.6% | -8.3% |
| All | +0.8% | +14.3% | -13.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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