+51,567.6%
SCHW vs NTRS
+7,800.3%
+43,767.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.9% |
| 7D | -1.9% | +1.4% | -3.2% | -2.8% |
| 30D | -1.6% | -0.7% | -1.0% | -1.2% |
| 3M | +21.3% | +11.3% | +9.9% | +11.7% |
| 6M | +16.5% | +35.5% | -19.0% | -8.0% |
| YTD | +8.4% | +40.6% | -32.2% | -16.9% |
| 1Y | +15.6% | +49.2% | -33.6% | -15.4% |
| 3Y | +86.8% | +167.2% | -80.4% | -14.4% |
| 5Y | +60.5% | +94.9% | -34.4% | -9.5% |
| 10Y | +297.7% | +259.5% | +38.3% | +41.2% |
| All | +51,567.6% | +7,800.3% | +43,767.3% | +3,330.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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