+59.5%
SCHW vs NTRA
+172.0%
-112.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -1.6% | +4.1% | -5.7% | -2.1% |
| 3M | +21.3% | +50.0% | -28.8% | +14.9% |
| 6M | +16.5% | +67.3% | -50.8% | +8.4% |
| YTD | +8.4% | +43.6% | -35.2% | +2.6% |
| 1Y | +15.6% | +89.2% | -73.6% | +5.6% |
| 3Y | +86.8% | +502.5% | -415.7% | +47.2% |
| All | +59.5% | +172.0% | -112.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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