+223.9%
NXPI vs SCHW
+301.0%
-77.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +3.9% | -1.9% | +5.7% | +4.7% |
| 30D | +1.4% | -1.6% | +3.0% | +2.0% |
| 3M | -21.5% | +21.3% | -42.8% | -28.3% |
| 6M | +19.4% | +16.5% | +2.9% | +10.2% |
| YTD | +9.9% | +8.4% | +1.5% | +4.2% |
| 1Y | +7.9% | +15.6% | -7.7% | -0.8% |
| 3Y | +22.7% | +86.8% | -64.2% | -10.3% |
| 5Y | +22.1% | +60.5% | -38.4% | -8.3% |
| All | +223.9% | +301.0% | -77.1% | +86.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling