+138.6%
NOK vs SCHD
+244.5%
-106.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.5% |
| 7D | +11.0% | -2.0% | +12.9% | +12.8% |
| 30D | +7.8% | -0.4% | +8.3% | +8.0% |
| 3M | -21.0% | +5.7% | -26.7% | -25.4% |
| 6M | +40.9% | +11.9% | +29.0% | +27.0% |
| YTD | +72.0% | +26.4% | +45.6% | +39.3% |
| 1Y | +140.9% | +27.6% | +113.3% | +93.2% |
| 3Y | +194.3% | +54.9% | +139.3% | +97.3% |
| 5Y | +112.5% | +60.9% | +51.6% | +39.6% |
| All | +138.6% | +244.5% | -106.0% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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