+1,242.1%
SCHW vs NDAQ
+2,261.2%
-1,019.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.6% | -1.6% | 0.0% | -0.9% |
| 30D | -1.1% | -1.5% | +0.4% | -0.5% |
| 3M | +20.4% | +8.0% | +12.3% | +16.0% |
| 6M | +13.6% | +7.7% | +5.9% | +9.3% |
| YTD | +7.7% | -2.3% | +10.0% | +7.9% |
| 1Y | +15.2% | +0.6% | +14.6% | +13.8% |
| 3Y | +87.1% | +90.9% | -3.8% | +39.8% |
| 5Y | +57.5% | +52.5% | +5.0% | +28.4% |
| 10Y | +295.1% | +380.3% | -85.2% | +99.0% |
| All | +1,242.1% | +2,261.2% | -1,019.1% | +339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling