+294.9%
SCHW vs JBL
+1,558.3%
-1,263.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -1.8% |
| 7D | -1.9% | +2.4% | -4.3% | -2.8% |
| 30D | -1.6% | -13.1% | +11.5% | +2.8% |
| 3M | +21.3% | -15.6% | +36.9% | +26.7% |
| 6M | +16.5% | +24.6% | -8.1% | +3.2% |
| YTD | +8.4% | +39.6% | -31.2% | -8.8% |
| 1Y | +15.6% | +48.6% | -33.0% | -6.2% |
| 3Y | +86.8% | +197.3% | -110.4% | +4.7% |
| 5Y | +60.5% | +413.0% | -352.5% | -32.7% |
| All | +294.9% | +1,558.3% | -1,263.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling