+51,606.1%
SCHW vs RJF
+48,514.8%
+3,091.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.5% |
| 7D | -2.8% | -4.2% | +1.4% | +0.1% |
| 30D | -0.1% | -3.6% | +3.6% | +2.4% |
| 3M | +20.6% | +15.6% | +4.9% | +9.1% |
| 6M | +15.9% | +17.6% | -1.7% | +3.7% |
| YTD | +8.5% | +9.2% | -0.7% | +1.9% |
| 1Y | +17.8% | +5.5% | +12.3% | +13.0% |
| 3Y | +88.5% | +70.3% | +18.2% | +29.3% |
| 5Y | +60.6% | +106.0% | -45.4% | -2.0% |
| 10Y | +298.0% | +425.1% | -127.0% | +30.7% |
| All | +51,606.1% | +48,514.8% | +3,091.4% | +997.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling