-59.2%
NKE vs SCHW
+86.6%
-145.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -1.9% | -2.3% | -3.7% |
| 30D | -8.2% | -1.6% | -6.6% | -7.8% |
| 3M | -19.1% | +21.3% | -40.3% | -22.6% |
| 6M | -32.6% | +16.5% | -49.1% | -35.0% |
| YTD | -40.7% | +8.4% | -49.1% | -42.0% |
| 1Y | -48.9% | +15.6% | -64.5% | -50.9% |
| 3Y | -59.2% | +86.8% | -146.1% | -65.3% |
| All | -59.2% | +86.6% | -145.9% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling