+295.1%
SCHW vs FN
+890.7%
-595.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | +5.8% | -7.4% | -2.5% |
| 30D | -1.1% | -20.6% | +19.6% | +2.2% |
| 3M | +20.4% | -28.6% | +49.0% | +25.2% |
| 6M | +13.6% | -20.7% | +34.3% | +13.3% |
| YTD | +7.7% | -8.1% | +15.8% | +3.0% |
| 1Y | +15.2% | +13.3% | +1.9% | +4.3% |
| 3Y | +87.1% | +175.7% | -88.5% | +28.1% |
| 5Y | +57.5% | +297.4% | -239.9% | -7.1% |
| 10Y | +295.1% | +950.9% | -655.8% | +71.6% |
| All | +295.1% | +890.7% | -595.6% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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