+79.4%
SCHW vs FIX
+503.5%
-424.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +2.0% | +9.4% | -7.4% | +1.1% |
| 30D | -3.6% | -27.8% | +24.2% | -0.9% |
| 3M | -15.0% | -35.6% | +20.6% | -11.7% |
| 6M | +2.6% | -45.2% | +47.9% | +8.0% |
| YTD | -5.7% | +19.5% | -25.2% | -12.8% |
| 1Y | -0.9% | +24.2% | -25.1% | -9.2% |
| 3Y | +79.4% | +494.2% | -414.8% | +11.1% |
| All | +79.4% | +503.5% | -424.1% | +11.1% |
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