+272.4%
SCHW vs NTRA
+1,711.9%
-1,439.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -0.1% | +4.3% | -4.3% | -0.6% |
| 3M | +20.6% | +50.6% | -30.1% | +14.3% |
| 6M | +15.9% | +63.9% | -48.0% | +8.4% |
| YTD | +8.5% | +42.4% | -33.9% | +2.9% |
| 1Y | +17.8% | +92.1% | -74.2% | +7.8% |
| 3Y | +88.5% | +501.7% | -413.2% | +48.5% |
| 5Y | +60.6% | +171.4% | -110.8% | +31.4% |
| 10Y | +298.0% | +3,161.4% | -2,863.4% | +126.0% |
| All | +272.4% | +1,711.9% | -1,439.5% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling