+170.4%
NXT vs SCHG
+123.3%
+47.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.0% |
| 7D | -0.2% | -0.9% | +0.7% | +0.6% |
| 30D | -20.0% | -2.3% | -17.7% | -18.1% |
| 3M | -30.9% | +4.5% | -35.5% | -33.3% |
| 6M | -23.8% | +13.6% | -37.4% | -31.0% |
| YTD | -5.4% | +7.6% | -13.0% | -10.4% |
| 1Y | +28.0% | +13.0% | +15.0% | +17.7% |
| 3Y | +93.3% | +87.0% | +6.3% | +7.4% |
| All | +170.4% | +123.3% | +47.1% | +25.6% |
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