+21.3%
NOK vs SCHG
+5.5%
+15.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -4.3% |
| 7D | -10.4% | -2.5% | -7.9% | -7.2% |
| 30D | -19.0% | -5.4% | -13.6% | -12.4% |
| 3M | -16.7% | -2.2% | -14.6% | -13.4% |
| 6M | -37.1% | +5.2% | -42.3% | -38.3% |
| YTD | +27.7% | +6.8% | +20.9% | +23.3% |
| 1Y | +21.3% | +5.9% | +15.4% | +17.5% |
| All | +21.3% | +5.5% | +15.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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