+158.9%
NOK vs SCHD
+553.1%
-394.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.4% |
| 7D | +11.0% | -2.0% | +12.9% | +13.1% |
| 30D | +7.8% | -0.4% | +8.3% | +8.0% |
| 3M | -21.0% | +5.7% | -26.7% | -26.1% |
| 6M | +40.9% | +11.9% | +29.0% | +25.1% |
| YTD | +72.0% | +26.4% | +45.6% | +34.9% |
| 1Y | +140.9% | +27.6% | +113.3% | +86.7% |
| 3Y | +194.3% | +54.9% | +139.3% | +85.1% |
| 5Y | +112.5% | +60.9% | +51.6% | +29.8% |
| 10Y | +137.7% | +243.4% | -105.7% | -44.6% |
| All | +158.9% | +553.1% | -394.1% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling