-24.0%
NKE vs SCHG
+459.0%
-483.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -4.2% | -1.0% | -3.1% | -3.4% |
| 30D | -8.2% | -1.3% | -6.9% | -7.2% |
| 3M | -19.1% | +5.4% | -24.5% | -22.5% |
| 6M | -32.6% | +14.4% | -47.0% | -39.7% |
| YTD | -40.7% | +8.0% | -48.7% | -44.5% |
| 1Y | -48.9% | +12.7% | -61.6% | -54.0% |
| 3Y | -59.2% | +85.6% | -144.8% | -76.4% |
| 5Y | -75.3% | +85.5% | -160.9% | -86.0% |
| All | -24.0% | +459.0% | -483.0% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling