-48.9%
NKE vs SCHW
+17.7%
-66.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -1.9% | -2.3% | -3.9% |
| 30D | -8.2% | -1.6% | -6.6% | -7.9% |
| 3M | -19.1% | +21.3% | -40.3% | -20.7% |
| 6M | -32.6% | +16.5% | -49.1% | -33.6% |
| YTD | -40.7% | +8.4% | -49.1% | -41.5% |
| 1Y | -48.9% | +15.6% | -64.5% | -49.5% |
| All | -48.9% | +17.7% | -66.6% | -49.5% |
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