+79.4%
SCHW vs SLB
+4.7%
+74.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +2.0% | +3.5% | -1.5% | +1.3% |
| 30D | -3.6% | +6.5% | -10.1% | -4.9% |
| 3M | -15.0% | -0.2% | -14.7% | -15.2% |
| 6M | +2.6% | -5.7% | +8.4% | +3.2% |
| YTD | -5.7% | +36.8% | -42.5% | -13.9% |
| 1Y | -0.9% | +45.8% | -46.7% | -11.0% |
| 3Y | +79.4% | +3.4% | +76.0% | +71.0% |
| All | +79.4% | +4.7% | +74.7% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling