+41.7%
SCHW vs NXT
+173.5%
-131.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -1.9% | -1.9% | 0.0% | -1.8% |
| 30D | -1.6% | -20.0% | +18.4% | -0.4% |
| 3M | +21.3% | -30.7% | +52.0% | +23.6% |
| 6M | +16.5% | -29.0% | +45.5% | +17.6% |
| YTD | +8.4% | -4.8% | +13.3% | +6.8% |
| 1Y | +15.6% | +22.8% | -7.2% | +11.3% |
| 3Y | +86.8% | +93.9% | -7.1% | +65.9% |
| All | +41.7% | +173.5% | -131.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling