+0.8%
SCHW vs SLB
+45.4%
-44.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.7% |
| 7D | +5.2% | -4.1% | +9.3% | +5.6% |
| 30D | -4.7% | +2.5% | -7.2% | -5.0% |
| 3M | -11.9% | +2.0% | -14.0% | -12.3% |
| 6M | +2.7% | -6.3% | +9.1% | +3.5% |
| YTD | -5.6% | +36.5% | -42.2% | -11.8% |
| 1Y | +0.8% | +46.2% | -45.5% | -7.3% |
| All | +0.8% | +45.4% | -44.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling