+294.9%
SCHW vs NRG
+1,083.9%
-789.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -1.9% | -4.7% | +2.8% | -0.9% |
| 30D | -1.6% | -6.0% | +4.3% | -0.6% |
| 3M | +21.3% | -8.0% | +29.2% | +21.9% |
| 6M | +16.5% | -23.2% | +39.6% | +21.0% |
| YTD | +8.4% | -28.1% | +36.5% | +13.7% |
| 1Y | +15.6% | -27.3% | +42.9% | +20.2% |
| 3Y | +86.8% | +208.7% | -121.8% | +21.9% |
| 5Y | +60.5% | +197.7% | -137.1% | +3.7% |
| All | +294.9% | +1,083.9% | -789.0% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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