+294.9%
SCHW vs FIX
+6,344.9%
-6,050.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -1.9% |
| 7D | -1.9% | +5.0% | -6.9% | -3.3% |
| 30D | -1.6% | -2.7% | +1.1% | -1.4% |
| 3M | +21.3% | -8.2% | +29.5% | +21.8% |
| 6M | +16.5% | +20.3% | -3.8% | +5.9% |
| YTD | +8.4% | +81.4% | -73.0% | -14.8% |
| 1Y | +15.6% | +121.5% | -105.9% | -16.6% |
| 3Y | +86.8% | +807.4% | -720.6% | -29.2% |
| 5Y | +60.5% | +2,306.7% | -2,246.2% | -60.4% |
| All | +294.9% | +6,344.9% | -6,050.0% | -31.4% |
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