+41.8%
SCHW vs NXT
+168.4%
-126.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.8% |
| 7D | -2.8% | -2.6% | -0.2% | -2.6% |
| 30D | -0.1% | -22.4% | +22.4% | +1.4% |
| 3M | +20.6% | -27.3% | +47.9% | +22.4% |
| 6M | +15.9% | -28.5% | +44.4% | +17.0% |
| YTD | +8.5% | -6.6% | +15.1% | +7.0% |
| 1Y | +17.8% | +20.4% | -2.5% | +13.6% |
| 3Y | +88.5% | +90.9% | -2.4% | +67.4% |
| All | +41.8% | +168.4% | -126.5% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling