+209.5%
SCHW vs FND
+54.9%
+154.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -2.8% | -5.1% | +2.3% | -1.7% |
| 30D | -0.1% | -22.5% | +22.5% | +5.4% |
| 3M | +20.6% | -5.0% | +25.6% | +20.6% |
| 6M | +15.9% | -21.5% | +37.5% | +20.1% |
| YTD | +8.5% | -23.0% | +31.5% | +12.3% |
| 1Y | +17.8% | -44.9% | +62.7% | +31.1% |
| 3Y | +88.5% | -50.0% | +138.5% | +106.4% |
| 5Y | +60.6% | -63.3% | +124.0% | +81.0% |
| All | +209.5% | +54.9% | +154.6% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling