+5,871.1%
NKE vs SCHW
+52,067.9%
-46,196.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -5.5% | -2.8% | -2.8% | -4.9% |
| 30D | -10.4% | -0.1% | -10.4% | -10.4% |
| 3M | -15.8% | +20.6% | -36.4% | -19.5% |
| 6M | -33.4% | +15.9% | -49.4% | -35.8% |
| YTD | -41.0% | +8.5% | -49.5% | -42.4% |
| 1Y | -49.1% | +17.8% | -66.9% | -51.3% |
| 3Y | -59.8% | +88.5% | -148.3% | -66.0% |
| 5Y | -75.5% | +60.6% | -136.1% | -78.9% |
| 10Y | -23.5% | +298.0% | -321.5% | -47.8% |
| All | +5,871.1% | +52,067.9% | -46,196.8% | +913.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling