+851.6%
SCHW vs FTI
+2,065.8%
-1,214.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -1.9% | -4.4% | +2.5% | -0.3% |
| 30D | -1.6% | +1.5% | -3.1% | -2.3% |
| 3M | +21.3% | +8.2% | +13.1% | +16.9% |
| 6M | +16.5% | +18.8% | -2.3% | +7.9% |
| YTD | +8.4% | +71.7% | -63.3% | -12.4% |
| 1Y | +15.6% | +90.0% | -74.4% | -10.4% |
| 3Y | +86.8% | +270.5% | -183.6% | +8.7% |
| 5Y | +60.5% | +1,084.5% | -1,024.0% | -44.0% |
| 10Y | +297.7% | +302.9% | -5.2% | +73.5% |
| All | +851.6% | +2,065.8% | -1,214.2% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling