+87.0%
SCHW vs FND
-50.8%
+137.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -2.8% | -5.1% | +2.3% | -2.1% |
| 30D | -0.1% | -22.5% | +22.5% | +3.2% |
| 3M | +20.6% | -5.0% | +25.6% | +20.5% |
| 6M | +15.9% | -21.5% | +37.5% | +19.0% |
| YTD | +8.5% | -23.0% | +31.5% | +11.2% |
| 1Y | +17.8% | -44.9% | +62.7% | +27.5% |
| All | +87.0% | -50.8% | +137.8% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling