+32.6%
NET vs SCHW
+20.3%
+12.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -5.1% |
| 7D | -16.4% | +5.2% | -21.6% | -18.7% |
| 30D | -25.8% | -4.7% | -21.2% | -24.0% |
| 3M | -11.5% | -11.9% | +0.4% | -5.5% |
| 6M | +18.9% | +2.7% | +16.2% | +15.7% |
| YTD | +35.2% | -5.6% | +40.8% | +36.9% |
| 1Y | +14.5% | +0.8% | +13.7% | +11.5% |
| 3Y | +313.8% | +74.3% | +239.5% | +184.7% |
| 5Y | +32.6% | +22.6% | +10.0% | +19.9% |
| All | +32.6% | +20.3% | +12.2% | +19.9% |
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