+468.1%
NEM vs SCHW
+52,067.9%
-51,599.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -3.3% | -2.8% | -0.5% | -3.3% |
| 30D | +7.8% | -0.1% | +7.9% | +7.8% |
| 3M | +36.3% | +20.6% | +15.7% | +36.1% |
| 6M | +6.6% | +15.9% | -9.4% | +6.4% |
| YTD | +27.1% | +8.5% | +18.7% | +27.1% |
| 1Y | +62.3% | +17.8% | +44.5% | +62.1% |
| 3Y | +245.1% | +88.5% | +156.5% | +243.9% |
| 5Y | +154.0% | +60.6% | +93.4% | +153.2% |
| 10Y | +311.0% | +298.0% | +12.9% | +308.6% |
| All | +468.1% | +52,067.9% | -51,599.8% | +700.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling