+44,086.0%
SCHW vs SLB
+844.2%
+43,241.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.9% | +2.6% | -3.5% | -1.9% |
| 30D | -4.4% | +4.4% | -8.8% | -6.3% |
| 3M | -15.9% | -2.7% | -13.1% | -15.6% |
| 6M | +2.0% | -7.5% | +9.5% | +3.3% |
| YTD | -7.3% | +34.8% | -42.1% | -20.2% |
| 1Y | -4.9% | +44.6% | -49.5% | -20.5% |
| 3Y | +74.9% | +3.2% | +71.7% | +61.6% |
| 5Y | +19.2% | +73.6% | -54.4% | -16.8% |
| 10Y | +188.3% | -14.3% | +202.6% | +140.0% |
| All | +44,086.0% | +844.2% | +43,241.8% | +13,983.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling