+1,449.6%
NET vs SCHW
+176.3%
+1,273.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -7.0% | -0.8% | -6.2% | -6.6% |
| 30D | -4.8% | +1.5% | -6.3% | -5.4% |
| 3M | +3.8% | +24.6% | -20.7% | -4.9% |
| 6M | +50.0% | +14.5% | +35.5% | +41.6% |
| YTD | +41.5% | +10.5% | +31.0% | +35.0% |
| 1Y | +32.8% | +13.4% | +19.5% | +25.3% |
| 3Y | +335.9% | +88.3% | +247.6% | +238.9% |
| 5Y | +113.8% | +62.1% | +51.7% | +75.6% |
| All | +1,449.6% | +176.3% | +1,273.3% | +1,075.6% |
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