+294.9%
SCHW vs RJF
+429.3%
-134.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -2.7% | +0.8% | +0.4% |
| 30D | -1.6% | -4.3% | +2.6% | +1.8% |
| 3M | +21.3% | +15.7% | +5.5% | +7.3% |
| 6M | +16.5% | +17.8% | -1.3% | +1.5% |
| YTD | +8.4% | +9.2% | -0.8% | +0.2% |
| 1Y | +15.6% | +2.8% | +12.9% | +12.0% |
| 3Y | +86.8% | +69.5% | +17.4% | +16.4% |
| 5Y | +60.5% | +105.9% | -45.4% | -14.8% |
| All | +294.9% | +429.3% | -134.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling