+294.9%
SCHW vs NYT
+489.9%
-195.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -1.6% | +4.6% | -6.2% | -2.9% |
| 3M | +21.3% | -9.6% | +30.8% | +24.1% |
| 6M | +16.5% | -14.0% | +30.5% | +20.7% |
| YTD | +8.4% | -2.8% | +11.3% | +8.0% |
| 1Y | +15.6% | +15.6% | 0.0% | +9.1% |
| 3Y | +86.8% | +56.3% | +30.5% | +57.0% |
| 5Y | +60.5% | +39.5% | +21.0% | +35.8% |
| All | +294.9% | +489.9% | -195.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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