+322.4%
NET vs SCHW
+73.9%
+248.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -4.8% |
| 7D | -16.4% | +5.2% | -21.6% | -18.5% |
| 30D | -25.8% | -4.7% | -21.2% | -24.1% |
| 3M | -11.5% | -11.9% | +0.4% | -6.2% |
| 6M | +18.9% | +2.7% | +16.2% | +15.7% |
| YTD | +35.2% | -5.6% | +40.8% | +36.4% |
| 1Y | +14.5% | +0.8% | +13.7% | +11.1% |
| All | +322.4% | +73.9% | +248.5% | +178.2% |
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 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