+22.7%
SCHW vs FN
+206.7%
-184.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.9% | -10.5% | +0.2% |
| 7D | +4.5% | +16.3% | -11.8% | +2.6% |
| 30D | -4.1% | -24.7% | +20.6% | -1.9% |
| 3M | -13.6% | -34.9% | +21.4% | -10.7% |
| 6M | +5.0% | -41.1% | +46.1% | +8.3% |
| YTD | -6.3% | -19.6% | +13.4% | -8.9% |
| 1Y | -1.4% | -18.5% | +17.1% | -4.7% |
| 3Y | +77.6% | +119.1% | -41.5% | +37.8% |
| 5Y | +22.7% | +206.9% | -184.2% | -18.0% |
| All | +22.7% | +206.7% | -184.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling