+14,368.7%
SCHW vs JBL
+41,567.8%
-27,199.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.5% |
| 7D | -2.8% | -1.0% | -1.7% | -2.5% |
| 30D | -0.1% | -15.1% | +15.0% | +4.1% |
| 3M | +20.6% | -14.0% | +34.6% | +24.0% |
| 6M | +15.9% | +20.6% | -4.7% | +7.6% |
| YTD | +8.5% | +32.9% | -24.4% | -2.4% |
| 1Y | +17.8% | +40.5% | -22.7% | +3.6% |
| 3Y | +88.5% | +183.7% | -95.2% | +31.3% |
| 5Y | +60.6% | +388.3% | -327.7% | -4.3% |
| 10Y | +298.0% | +1,464.9% | -1,166.9% | +69.5% |
| All | +14,368.7% | +41,567.8% | -27,199.1% | +4,185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling