+155.1%
NEM vs SCHG
+84.3%
+70.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | +7.8% | -1.3% | +9.1% | +8.3% |
| 3M | +30.2% | +5.4% | +24.8% | +28.0% |
| 6M | +9.6% | +14.4% | -4.8% | +5.3% |
| YTD | +27.8% | +8.0% | +19.8% | +24.9% |
| 1Y | +60.7% | +12.7% | +48.0% | +55.2% |
| 3Y | +245.3% | +85.6% | +159.7% | +192.8% |
| All | +155.1% | +84.3% | +70.8% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling