+799.5%
SCHW vs FN
+3,620.5%
-2,821.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.5% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | +1.5% | -22.0% | +23.5% | +5.2% |
| 3M | +24.6% | -43.0% | +67.6% | +35.0% |
| 6M | +14.5% | -27.7% | +42.3% | +16.3% |
| YTD | +10.5% | -10.5% | +21.0% | +6.5% |
| 1Y | +13.4% | +12.5% | +0.9% | +3.4% |
| 3Y | +88.3% | +153.8% | -65.5% | +35.5% |
| 5Y | +62.1% | +288.0% | -225.9% | +2.1% |
| 10Y | +297.3% | +906.4% | -609.2% | +95.7% |
| All | +799.5% | +3,620.5% | -2,821.1% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling