+51,606.1%
SCHW vs NI
+5,096.4%
+46,509.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -2.8% | -0.6% | -2.2% | -2.5% |
| 30D | -0.1% | -1.4% | +1.4% | +0.5% |
| 3M | +20.6% | -10.6% | +31.2% | +26.8% |
| 6M | +15.9% | -9.9% | +25.9% | +21.0% |
| YTD | +8.5% | +1.2% | +7.3% | +6.7% |
| 1Y | +17.8% | +4.4% | +13.4% | +13.7% |
| 3Y | +88.5% | +68.6% | +19.9% | +41.3% |
| 5Y | +60.6% | +98.0% | -37.4% | +9.4% |
| 10Y | +298.0% | +143.6% | +154.4% | +127.1% |
| All | +51,606.1% | +5,096.4% | +46,509.7% | +4,838.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling