+287.4%
NET vs SCHW
+72.4%
+215.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.4% | -7.9% |
| 7D | -21.2% | +3.5% | -24.7% | -22.5% |
| 30D | -31.1% | -4.4% | -26.8% | -29.6% |
| 3M | -16.5% | -14.0% | -2.5% | -10.4% |
| 6M | 0.0% | +0.8% | -0.8% | -1.7% |
| YTD | +24.0% | -6.4% | +30.4% | +25.7% |
| 1Y | +7.0% | +0.1% | +6.9% | +4.3% |
| All | +287.4% | +72.4% | +215.0% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling