+40.8%
SCHW vs NXT
+171.8%
-131.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -1.1% | -20.0% | +18.9% | +0.2% |
| 3M | +20.4% | -30.9% | +51.3% | +22.6% |
| 6M | +13.6% | -23.8% | +37.4% | +14.1% |
| YTD | +7.7% | -5.4% | +13.1% | +6.1% |
| 1Y | +15.2% | +28.0% | -12.8% | +10.5% |
| 3Y | +87.1% | +93.3% | -6.2% | +66.1% |
| All | +40.8% | +171.8% | -131.0% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling