+59.6%
SCHW vs NDAQ
+49.9%
+9.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +2.0% |
| 7D | -2.8% | -6.8% | +4.0% | +1.0% |
| 30D | -0.1% | -3.2% | +3.1% | +1.6% |
| 3M | +20.6% | +6.5% | +14.1% | +15.7% |
| 6M | +15.9% | +5.7% | +10.2% | +11.2% |
| YTD | +8.5% | -4.6% | +13.1% | +10.0% |
| 1Y | +17.8% | -1.6% | +19.4% | +17.0% |
| 3Y | +88.5% | +86.4% | +2.1% | +27.8% |
| All | +59.6% | +49.9% | +9.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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