-47.4%
NKE vs SCHW
+14.3%
-61.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -8.6% | +1.5% | -10.1% | -8.7% |
| 3M | -11.0% | +24.6% | -35.6% | -13.4% |
| 6M | -33.2% | +14.5% | -47.8% | -34.4% |
| YTD | -38.1% | +10.5% | -48.6% | -39.2% |
| 1Y | -47.4% | +13.4% | -60.7% | -49.0% |
| All | -47.4% | +14.3% | -61.6% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling