+57.5%
SCHW vs FIX
+2,151.9%
-2,094.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -1.6% | +3.5% | -5.1% | -2.3% |
| 30D | -1.1% | -3.5% | +2.5% | -0.7% |
| 3M | +20.4% | -11.8% | +32.1% | +21.6% |
| 6M | +13.6% | +17.8% | -4.2% | +6.2% |
| YTD | +7.7% | +73.3% | -65.6% | -9.5% |
| 1Y | +15.2% | +128.1% | -112.9% | -11.5% |
| 3Y | +87.1% | +772.7% | -685.5% | -19.8% |
| 5Y | +57.5% | +2,166.4% | -2,109.0% | -62.1% |
| All | +57.5% | +2,151.9% | -2,094.4% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling