+93.9%
NXT vs SCHG
+86.3%
+7.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.1% |
| 7D | -1.9% | -1.0% | -0.9% | -0.9% |
| 30D | -20.0% | -1.3% | -18.8% | -19.0% |
| 3M | -30.7% | +5.4% | -36.2% | -33.7% |
| 6M | -29.0% | +14.4% | -43.4% | -36.0% |
| YTD | -4.8% | +8.0% | -12.9% | -10.2% |
| 1Y | +22.8% | +12.7% | +10.1% | +13.1% |
| 3Y | +93.9% | +85.6% | +8.3% | +1.4% |
| All | +93.9% | +86.3% | +7.7% | +1.4% |
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