+0.8%
SCHW vs NTAP
+66.6%
-65.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.7% |
| 7D | +5.2% | -16.1% | +21.3% | +6.1% |
| 30D | -4.7% | -15.9% | +11.3% | -4.0% |
| 3M | -11.9% | -1.2% | -10.7% | -12.1% |
| 6M | +2.7% | +70.1% | -67.3% | -2.6% |
| YTD | -5.6% | +77.9% | -83.6% | -11.4% |
| 1Y | +0.8% | +68.1% | -67.4% | -4.5% |
| All | +0.8% | +66.6% | -65.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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