+59.5%
SCHW vs FND
-63.3%
+122.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -1.9% | -5.8% | +3.9% | -0.7% |
| 30D | -1.6% | -20.2% | +18.6% | +2.6% |
| 3M | +21.3% | -12.0% | +33.2% | +23.3% |
| 6M | +16.5% | -18.5% | +35.0% | +19.5% |
| YTD | +8.4% | -22.3% | +30.7% | +11.8% |
| 1Y | +15.6% | -47.6% | +63.3% | +29.8% |
| 3Y | +86.8% | -49.8% | +136.6% | +103.1% |
| All | +59.5% | -63.3% | +122.8% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling