+59.6%
SCHW vs RJF
+104.1%
-44.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.6% |
| 7D | -2.8% | -4.2% | +1.4% | +0.7% |
| 30D | -0.1% | -3.6% | +3.6% | +2.9% |
| 3M | +20.6% | +15.6% | +4.9% | +6.8% |
| 6M | +15.9% | +17.6% | -1.7% | +1.2% |
| YTD | +8.5% | +9.2% | -0.7% | +0.3% |
| 1Y | +17.8% | +5.5% | +12.3% | +11.7% |
| 3Y | +88.5% | +70.3% | +18.2% | +14.6% |
| All | +59.6% | +104.1% | -44.5% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling