+2,434.4%
SCHW vs FIX
+12,471.5%
-10,037.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | -0.8% | +6.0% | -6.8% | -2.4% |
| 30D | +1.5% | -7.2% | +8.7% | +3.2% |
| 3M | +24.6% | -15.9% | +40.4% | +28.1% |
| 6M | +14.5% | +12.7% | +1.8% | +6.8% |
| YTD | +10.5% | +72.8% | -62.3% | -10.0% |
| 1Y | +13.4% | +122.9% | -109.5% | -15.8% |
| 3Y | +88.3% | +774.3% | -686.1% | -14.7% |
| 5Y | +62.1% | +2,049.5% | -1,987.4% | -44.9% |
| 10Y | +297.3% | +5,821.5% | -5,524.2% | -5.3% |
| All | +2,434.4% | +12,471.5% | -10,037.1% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling