+153.8%
NEM vs SCHW
+59.4%
+94.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -3.3% | -2.8% | -0.5% | -3.1% |
| 30D | +7.8% | -0.1% | +7.9% | +7.8% |
| 3M | +36.3% | +20.6% | +15.7% | +34.4% |
| 6M | +6.6% | +15.9% | -9.4% | +5.3% |
| YTD | +27.1% | +8.5% | +18.7% | +26.2% |
| 1Y | +62.3% | +17.8% | +44.5% | +60.2% |
| 3Y | +245.1% | +88.5% | +156.5% | +232.3% |
| All | +153.8% | +59.4% | +94.4% | +145.2% |
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