+11.5%
NEE vs SCHW
+59.4%
-47.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.9% | -2.8% | +0.8% | -1.6% |
| 30D | -3.1% | -0.1% | -3.1% | -3.2% |
| 3M | -2.4% | +20.6% | -23.0% | -5.1% |
| 6M | -8.6% | +15.9% | -24.5% | -10.8% |
| YTD | +4.9% | +8.5% | -3.6% | +3.3% |
| 1Y | +19.4% | +17.8% | +1.5% | +15.8% |
| 3Y | +34.9% | +88.5% | -53.7% | +19.0% |
| All | +11.5% | +59.4% | -47.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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