+52,550.4%
SCHW vs SLB
+966.6%
+51,583.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.8% | +0.8% | -1.6% | -1.3% |
| 30D | +1.5% | +15.8% | -14.4% | -4.6% |
| 3M | +24.6% | -0.3% | +24.9% | +23.3% |
| 6M | +14.5% | +21.3% | -6.8% | +4.1% |
| YTD | +10.5% | +52.3% | -41.8% | -8.9% |
| 1Y | +13.4% | +63.6% | -50.2% | -9.7% |
| 3Y | +88.3% | +3.8% | +84.5% | +74.0% |
| 5Y | +62.1% | +128.6% | -66.6% | +1.3% |
| 10Y | +297.3% | -3.1% | +300.3% | +216.5% |
| All | +52,550.4% | +966.6% | +51,583.8% | +15,977.4% |
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