+0.8%
SCHW vs NSC
+24.4%
-23.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.6% | +4.6% |
| 7D | +5.2% | +1.8% | +3.4% | +5.2% |
| 30D | -4.7% | +8.8% | -13.5% | -4.4% |
| 3M | -11.9% | +1.2% | -13.2% | -11.7% |
| 6M | +2.7% | +11.3% | -8.6% | +3.6% |
| YTD | -5.6% | +20.7% | -26.3% | -6.2% |
| 1Y | +0.8% | +23.4% | -22.6% | -1.9% |
| All | +0.8% | +24.4% | -23.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling