+51,606.1%
SCHW vs NSC
+5,636.1%
+45,970.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.8% | -1.4% | -1.4% | -2.0% |
| 30D | -0.1% | -3.4% | +3.3% | +1.8% |
| 3M | +20.6% | +5.1% | +15.5% | +16.7% |
| 6M | +15.9% | +9.2% | +6.7% | +8.9% |
| YTD | +8.5% | +13.4% | -4.9% | -0.7% |
| 1Y | +17.8% | +20.8% | -2.9% | +4.0% |
| 3Y | +88.5% | +76.1% | +12.4% | +29.4% |
| 5Y | +60.6% | +45.3% | +15.4% | +21.6% |
| 10Y | +298.0% | +335.7% | -37.7% | +57.5% |
| All | +51,606.1% | +5,636.1% | +45,970.1% | +4,394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling