+59.6%
SCHW vs NOC
+58.2%
+1.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -2.8% | -1.8% | -1.0% | -2.4% |
| 30D | -0.1% | -9.4% | +9.4% | +1.8% |
| 3M | +20.6% | -3.8% | +24.4% | +21.3% |
| 6M | +15.9% | -28.8% | +44.7% | +22.7% |
| YTD | +8.5% | -7.9% | +16.4% | +9.6% |
| 1Y | +17.8% | -9.0% | +26.9% | +19.2% |
| 3Y | +88.5% | +29.1% | +59.5% | +74.2% |
| All | +59.6% | +58.2% | +1.4% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling