+59.7%
SCHW vs FN
+299.7%
-240.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | -1.3% | +3.5% | -4.8% | -1.7% |
| 30D | -0.4% | -26.0% | +25.6% | +2.4% |
| 3M | +21.7% | -33.3% | +54.9% | +25.9% |
| 6M | +13.0% | -14.9% | +27.9% | +11.3% |
| YTD | +8.0% | -8.6% | +16.6% | +4.5% |
| 1Y | +15.8% | +12.3% | +3.5% | +7.9% |
| 3Y | +87.7% | +174.4% | -86.7% | +42.3% |
| 5Y | +59.7% | +296.4% | -236.7% | +7.7% |
| All | +59.7% | +299.7% | -240.1% | +7.7% |
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