+272.9%
NEM vs SCHG
+1,132.2%
-859.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +30.2% | +5.4% | +24.8% | +27.8% |
| 6M | +9.6% | +14.4% | -4.8% | +4.7% |
| YTD | +27.8% | +8.0% | +19.8% | +24.7% |
| 1Y | +60.7% | +12.7% | +48.0% | +54.4% |
| 3Y | +245.3% | +85.6% | +159.7% | +175.5% |
| 5Y | +155.3% | +85.5% | +69.8% | +99.1% |
| 10Y | +313.2% | +456.0% | -142.8% | +95.6% |
| All | +272.9% | +1,132.2% | -859.3% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling