+59.5%
SCHW vs NYT
+38.8%
+20.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | +21.3% | -9.6% | +30.8% | +23.8% |
| 6M | +16.5% | -14.0% | +30.5% | +20.4% |
| YTD | +8.4% | -2.8% | +11.3% | +7.9% |
| 1Y | +15.6% | +15.6% | 0.0% | +9.3% |
| 3Y | +86.8% | +56.3% | +30.5% | +56.5% |
| All | +59.5% | +38.8% | +20.7% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling