+87.0%
SCHW vs JCI
+159.5%
-72.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -0.1% | -7.7% | +7.7% | +2.0% |
| 3M | +20.6% | +2.8% | +17.8% | +18.9% |
| 6M | +15.9% | +7.2% | +8.7% | +11.9% |
| YTD | +8.5% | +20.0% | -11.5% | -0.1% |
| 1Y | +17.8% | +33.3% | -15.4% | +3.9% |
| All | +87.0% | +159.5% | -72.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 3y: compounded portfolio wealth divided by compounded JCI 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…
3y analysis · Full analysis span regression · 6 months rolling