+59.5%
SCHW vs NI
+96.9%
-37.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -1.6% | -1.4% | -0.2% | -1.2% |
| 3M | +21.3% | -10.6% | +31.8% | +25.8% |
| 6M | +16.5% | -9.3% | +25.8% | +19.9% |
| YTD | +8.4% | +1.1% | +7.3% | +6.4% |
| 1Y | +15.6% | +3.4% | +12.3% | +12.1% |
| 3Y | +86.8% | +67.9% | +19.0% | +46.0% |
| All | +59.5% | +96.9% | -37.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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