+14,546.7%
NVDA vs SCHW
+301.0%
+14,245.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -5.1% | -1.9% | -3.3% | -4.3% |
| 30D | -2.5% | -1.6% | -0.9% | -1.9% |
| 3M | +6.7% | +21.3% | -14.6% | -3.2% |
| 6M | +17.6% | +16.5% | +1.1% | +8.0% |
| YTD | +17.3% | +8.4% | +8.9% | +11.2% |
| 1Y | +23.5% | +15.6% | +7.9% | +13.3% |
| 3Y | +384.6% | +86.8% | +297.8% | +245.8% |
| 5Y | +875.4% | +60.5% | +814.9% | +629.5% |
| All | +14,546.7% | +301.0% | +14,245.7% | +6,441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 10y: compounded portfolio wealth divided by compounded SCHW 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…
10y analysis · Full analysis span regression · 6 months rolling