-99.1%
NVD vs SCHG
+91.4%
-190.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 6M | -41.2% | +14.4% | -55.6% | +4.7% |
| YTD | -44.2% | +8.0% | -52.2% | -16.8% |
| 1Y | -54.2% | +12.7% | -66.9% | -15.5% |
| 3Y | -99.1% | +85.6% | -184.7% | -82.0% |
| All | -99.1% | +91.4% | -190.5% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling