+59.6%
SCHW vs FTI
+1,055.2%
-995.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.4% |
| 7D | -2.8% | -5.6% | +2.9% | -1.4% |
| 30D | -0.1% | +0.4% | -0.5% | -0.2% |
| 3M | +20.6% | +8.1% | +12.5% | +17.6% |
| 6M | +15.9% | +16.7% | -0.8% | +10.4% |
| YTD | +8.5% | +70.0% | -61.5% | -6.7% |
| 1Y | +17.8% | +85.4% | -67.6% | -1.3% |
| 3Y | +88.5% | +265.9% | -177.4% | +27.8% |
| All | +59.6% | +1,055.2% | -995.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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