+1,040.6%
NBIS vs SCHW
+54.6%
+985.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.6% |
| 7D | +8.3% | -2.8% | +11.1% | +10.3% |
| 30D | +18.1% | -0.1% | +18.1% | +17.9% |
| 3M | +7.8% | +20.6% | -12.8% | -8.6% |
| 6M | +136.6% | +15.9% | +120.6% | +105.8% |
| YTD | +172.5% | +8.5% | +164.0% | +154.0% |
| 1Y | +144.3% | +17.8% | +126.4% | +112.1% |
| All | +1,040.6% | +54.6% | +985.9% | +698.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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