+134.8%
SCHW vs NTR
+98.7%
+36.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.6% |
| 7D | -2.8% | -2.5% | -0.3% | -1.9% |
| 30D | -0.1% | +17.0% | -17.1% | -5.8% |
| 3M | +20.6% | +22.2% | -1.6% | +11.5% |
| 6M | +15.9% | +5.2% | +10.8% | +12.2% |
| YTD | +8.5% | +29.7% | -21.2% | -4.0% |
| 1Y | +17.8% | +39.4% | -21.6% | +0.8% |
| 3Y | +88.5% | +38.2% | +50.3% | +57.4% |
| 5Y | +60.6% | +47.6% | +13.0% | +16.9% |
| All | +134.8% | +98.7% | +36.2% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling