+17.8%
SCHW vs FRMI
-78.6%
+96.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +0.7% |
| 7D | -2.8% | +10.9% | -13.7% | -2.7% |
| 30D | -0.1% | -24.3% | +24.2% | -0.2% |
| 3M | +20.6% | -21.8% | +42.4% | +20.3% |
| 6M | +15.9% | -33.0% | +49.0% | +16.0% |
| YTD | +8.5% | -32.6% | +41.1% | +8.4% |
| All | +17.8% | -78.6% | +96.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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