+294.9%
SCHW vs NSC
+332.1%
-37.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.5% |
| 7D | -1.9% | -2.8% | +0.9% | -0.3% |
| 30D | -1.6% | -4.5% | +2.9% | +0.9% |
| 3M | +21.3% | +3.5% | +17.7% | +18.3% |
| 6M | +16.5% | +8.5% | +8.0% | +9.6% |
| YTD | +8.4% | +12.3% | -3.9% | -0.6% |
| 1Y | +15.6% | +18.9% | -3.3% | +2.3% |
| 3Y | +86.8% | +74.1% | +12.7% | +24.7% |
| 5Y | +60.5% | +43.9% | +16.6% | +18.8% |
| All | +294.9% | +332.1% | -37.2% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling