+1.0%
NVDA vs SCHG
+5.5%
-4.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -5.1% |
| 7D | -7.1% | -2.5% | -4.6% | -3.4% |
| 30D | -16.2% | -5.4% | -10.8% | -8.7% |
| 3M | -5.5% | -2.2% | -3.3% | -2.2% |
| 6M | +1.1% | +5.2% | -4.1% | -5.7% |
| YTD | +7.6% | +6.8% | +0.8% | -1.1% |
| 1Y | +1.0% | +5.9% | -5.0% | -6.0% |
| All | +1.0% | +5.5% | -4.6% | -6.0% |
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