-99.1%
NVD vs SCHG
+86.3%
-185.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +3.3% |
| 7D | +10.8% | -1.0% | +11.9% | +6.9% |
| 30D | +0.8% | -1.3% | +2.0% | -2.5% |
| 3M | -20.8% | +5.4% | -26.3% | -0.8% |
| 6M | -41.2% | +14.4% | -55.6% | +5.0% |
| YTD | -44.2% | +8.0% | -52.2% | -16.6% |
| 1Y | -54.2% | +12.7% | -66.9% | -15.2% |
| 3Y | -99.1% | +85.6% | -184.7% | -81.2% |
| All | -99.1% | +86.3% | -185.4% | -81.2% |
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