+51,606.2%
SCHW vs NOC
+16,586.0%
+35,020.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.1% |
| 30D | -0.1% | -9.4% | +9.4% | +3.6% |
| 3M | +20.6% | -3.8% | +24.4% | +22.1% |
| 6M | +15.9% | -28.8% | +44.7% | +31.0% |
| YTD | +8.5% | -7.9% | +16.4% | +10.7% |
| 1Y | +17.8% | -9.0% | +26.9% | +20.5% |
| 3Y | +88.5% | +29.1% | +59.5% | +63.5% |
| 5Y | +60.6% | +58.9% | +1.7% | +25.0% |
| 10Y | +298.0% | +191.2% | +106.8% | +138.9% |
| All | +51,606.2% | +16,586.0% | +35,020.1% | +9,103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling