+327.1%
NET vs SCHW
+87.6%
+239.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | -7.0% | -0.8% | -6.2% | -6.5% |
| 30D | -4.8% | +1.5% | -6.3% | -5.6% |
| 3M | +3.8% | +24.6% | -20.7% | -8.7% |
| 6M | +50.0% | +14.5% | +35.5% | +37.7% |
| YTD | +41.5% | +10.5% | +31.0% | +31.8% |
| 1Y | +32.8% | +13.4% | +19.5% | +21.4% |
| All | +327.1% | +87.6% | +239.4% | +164.5% |
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 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