+294.9%
SCHW vs NTAP
+650.8%
-355.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.5% | -8.6% | -3.1% |
| 7D | -1.9% | +7.4% | -9.2% | -4.5% |
| 30D | -1.6% | -1.4% | -0.3% | -1.5% |
| 3M | +21.3% | +24.6% | -3.3% | +10.7% |
| 6M | +16.5% | +105.9% | -89.4% | -14.5% |
| YTD | +8.4% | +88.5% | -80.1% | -18.1% |
| 1Y | +15.6% | +62.1% | -46.5% | -7.6% |
| 3Y | +86.8% | +169.1% | -82.2% | +13.9% |
| 5Y | +60.5% | +141.9% | -81.4% | +0.7% |
| All | +294.9% | +650.8% | -355.9% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling