+151.8%
NBIS vs SCHG
+13.0%
+138.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -3.7% |
| 7D | -0.8% | -1.0% | +0.2% | +1.7% |
| 30D | -13.4% | -1.3% | -12.1% | -10.9% |
| 3M | +1.0% | +5.4% | -4.4% | -12.1% |
| 6M | +100.5% | +14.4% | +86.1% | +43.8% |
| YTD | +168.3% | +8.0% | +160.2% | +125.3% |
| 1Y | +151.8% | +12.7% | +139.0% | +101.8% |
| All | +151.8% | +13.0% | +138.7% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling