+59.6%
SCHW vs SLB
+129.4%
-69.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.2% |
| 7D | -2.8% | -2.4% | -0.3% | -2.2% |
| 30D | -0.1% | +4.9% | -4.9% | -1.4% |
| 3M | +20.6% | +1.4% | +19.2% | +19.6% |
| 6M | +15.9% | +17.6% | -1.7% | +10.0% |
| YTD | +8.5% | +48.3% | -39.8% | -3.7% |
| 1Y | +17.8% | +58.7% | -40.8% | +2.3% |
| 3Y | +88.5% | +0.6% | +88.0% | +82.2% |
| All | +59.6% | +129.4% | -69.8% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling