+186.9%
SCHW vs FIX
+3,564.5%
-3,377.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +1.6% | +9.4% | -7.8% | -1.0% |
| 30D | -3.9% | -27.8% | +23.8% | +3.4% |
| 3M | -15.3% | -35.6% | +20.3% | -6.6% |
| 6M | +2.3% | -45.2% | +47.5% | +16.0% |
| YTD | -6.0% | +19.5% | -25.5% | -18.9% |
| 1Y | -1.2% | +24.2% | -25.5% | -16.3% |
| 3Y | +78.8% | +494.2% | -415.4% | -25.8% |
| 5Y | +20.8% | +1,036.1% | -1,015.3% | -63.1% |
| All | +186.9% | +3,564.5% | -3,377.7% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling