+978.0%
SCHW vs VALE
+2,276.6%
-1,298.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.1% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -0.1% | +9.7% | -9.8% | -3.2% |
| 3M | +20.6% | +5.3% | +15.3% | +17.9% |
| 6M | +15.9% | +0.5% | +15.4% | +14.5% |
| YTD | +8.5% | +20.6% | -12.1% | +0.1% |
| 1Y | +17.8% | +57.6% | -39.8% | -0.8% |
| 3Y | +88.5% | +50.6% | +38.0% | +57.1% |
| 5Y | +60.6% | +41.8% | +18.8% | +29.8% |
| 10Y | +298.0% | +515.1% | -217.0% | +72.8% |
| All | +978.0% | +2,276.6% | -1,298.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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