+59.6%
SCHW vs JCI
+107.1%
-47.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -0.1% | -7.7% | +7.7% | +3.1% |
| 3M | +20.6% | +2.8% | +17.8% | +18.2% |
| 6M | +15.9% | +7.2% | +8.7% | +10.3% |
| YTD | +8.5% | +20.0% | -11.5% | -2.8% |
| 1Y | +17.8% | +33.3% | -15.4% | -0.2% |
| 3Y | +88.5% | +161.3% | -72.8% | +8.1% |
| All | +59.6% | +107.1% | -47.5% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling