+86.8%
SCHW vs NTR
+36.8%
+50.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -1.6% | +16.8% | -18.4% | -3.6% |
| 3M | +21.3% | +20.7% | +0.5% | +18.2% |
| 6M | +16.5% | +0.5% | +16.0% | +16.0% |
| YTD | +8.4% | +29.2% | -20.8% | +3.1% |
| 1Y | +15.6% | +39.6% | -24.0% | +8.1% |
| 3Y | +86.8% | +37.9% | +49.0% | +80.9% |
| All | +86.8% | +36.8% | +50.1% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling