+85.6%
SCHW vs FIX
+764.7%
-679.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -1.6% | +3.5% | -5.1% | -2.0% |
| 30D | -1.1% | -3.5% | +2.5% | -0.8% |
| 3M | +20.4% | -11.8% | +32.1% | +21.1% |
| 6M | +13.6% | +17.8% | -4.2% | +9.0% |
| YTD | +7.7% | +73.3% | -65.6% | -3.3% |
| 1Y | +15.2% | +128.1% | -112.9% | -2.0% |
| All | +85.6% | +764.7% | -679.0% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling