+51,606.1%
SCHW vs JCI
+2,295.8%
+49,310.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +20.6% | +2.8% | +17.8% | +18.4% |
| 6M | +15.9% | +7.2% | +8.7% | +11.0% |
| YTD | +8.5% | +20.0% | -11.5% | -1.2% |
| 1Y | +17.8% | +33.3% | -15.4% | +2.6% |
| 3Y | +88.5% | +161.3% | -72.8% | +22.8% |
| 5Y | +60.6% | +108.8% | -48.1% | +13.5% |
| 10Y | +298.0% | +334.6% | -36.5% | +109.1% |
| All | +51,606.1% | +2,295.8% | +49,310.3% | +11,073.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling