+51.1%
NEM vs SCHW
+1.9%
+49.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.6% | +5.3% | +9.2% |
| 7D | +3.7% | +5.2% | -1.5% | +3.0% |
| 30D | +2.0% | -4.7% | +6.7% | +2.1% |
| 3M | +21.1% | -11.9% | +33.1% | +22.1% |
| 6M | +9.5% | +2.7% | +6.8% | +8.4% |
| YTD | +19.1% | -5.6% | +24.7% | +16.5% |
| 1Y | +51.1% | +0.8% | +50.3% | +37.4% |
| All | +51.1% | +1.9% | +49.2% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling