-2.2%
SCHW vs FN
-19.6%
+17.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.1% | -0.3% |
| 7D | -0.6% | +8.0% | -8.6% | -0.7% |
| 30D | -4.4% | -19.1% | +14.7% | -4.2% |
| 3M | -13.6% | -29.8% | +16.2% | -13.3% |
| 6M | +5.9% | -43.2% | +49.1% | +6.7% |
| YTD | -6.2% | -18.9% | +12.7% | -10.5% |
| 1Y | -2.2% | -17.9% | +15.6% | -8.0% |
| All | -2.2% | -19.6% | +17.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling