+194.3%
NOK vs SCHG
+86.3%
+108.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.3% |
| 7D | +11.0% | -1.0% | +12.0% | +11.7% |
| 30D | +7.8% | -1.3% | +9.1% | +8.7% |
| 3M | -21.0% | +5.4% | -26.4% | -23.3% |
| 6M | +40.9% | +14.4% | +26.5% | +31.4% |
| YTD | +72.0% | +8.0% | +64.0% | +65.3% |
| 1Y | +140.9% | +12.7% | +128.2% | +127.1% |
| 3Y | +194.3% | +85.6% | +108.7% | +99.4% |
| All | +194.3% | +86.3% | +108.0% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling