+294.9%
SCHW vs NOC
+192.5%
+102.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | +0.8% | -2.6% | -2.1% |
| 30D | -1.6% | -9.7% | +8.1% | +1.9% |
| 3M | +21.3% | -5.6% | +26.9% | +23.5% |
| 6M | +16.5% | -28.6% | +45.1% | +30.6% |
| YTD | +8.4% | -7.9% | +16.3% | +10.3% |
| 1Y | +15.6% | -9.5% | +25.2% | +18.1% |
| 3Y | +86.8% | +28.4% | +58.5% | +60.8% |
| 5Y | +60.5% | +59.0% | +1.6% | +19.8% |
| All | +294.9% | +192.5% | +102.4% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling