+87.8%
NUE vs SCHG
+5.5%
+82.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.5% |
| 7D | -1.4% | -2.5% | +1.1% | -0.4% |
| 30D | +6.6% | -5.4% | +12.0% | +9.0% |
| 3M | -2.0% | -2.2% | +0.1% | -1.2% |
| 6M | +19.2% | +5.2% | +14.0% | +16.9% |
| YTD | +65.6% | +6.8% | +58.8% | +56.1% |
| 1Y | +87.8% | +5.9% | +81.9% | +78.1% |
| All | +87.8% | +5.5% | +82.3% | +78.1% |
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