+59.6%
SCHW vs NTAP
+121.5%
-61.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -0.1% | -7.5% | +7.4% | +2.0% |
| 3M | +20.6% | +14.6% | +6.0% | +15.1% |
| 6M | +15.9% | +91.0% | -75.1% | -8.3% |
| YTD | +8.5% | +73.7% | -65.2% | -11.8% |
| 1Y | +17.8% | +51.2% | -33.4% | +0.5% |
| 3Y | +88.5% | +146.1% | -57.6% | +20.6% |
| All | +59.6% | +121.5% | -61.9% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling