+171.0%
SCHW vs FOXA
+92.4%
+78.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.6% |
| 7D | -1.9% | +0.8% | -2.7% | -2.2% |
| 30D | -1.6% | +5.0% | -6.7% | -3.8% |
| 3M | +21.3% | -3.0% | +24.3% | +21.0% |
| 6M | +16.5% | +14.8% | +1.7% | +7.1% |
| YTD | +8.4% | -8.9% | +17.3% | +10.3% |
| 1Y | +15.6% | +13.3% | +2.3% | +5.9% |
| 3Y | +86.8% | +115.4% | -28.6% | +22.4% |
| 5Y | +60.5% | +95.3% | -34.8% | +8.6% |
| All | +171.0% | +92.4% | +78.6% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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