+59.5%
SCHW vs JBL
+409.3%
-349.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -1.3% |
| 7D | -1.9% | +2.4% | -4.3% | -2.5% |
| 30D | -1.6% | -13.1% | +11.5% | +1.4% |
| 3M | +21.3% | -15.6% | +36.9% | +25.2% |
| 6M | +16.5% | +24.6% | -8.1% | +6.3% |
| YTD | +8.4% | +39.6% | -31.2% | -4.9% |
| 1Y | +15.6% | +48.6% | -33.0% | -1.3% |
| 3Y | +86.8% | +197.3% | -110.4% | +16.4% |
| All | +59.5% | +409.3% | -349.8% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling