+551.1%
SCHD vs NEE
+813.4%
-262.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.1% | -1.9% | -1.2% | -2.5% |
| 30D | -0.8% | -3.1% | +2.3% | +0.2% |
| 3M | +6.2% | -2.4% | +8.6% | +7.0% |
| 6M | +11.8% | -8.6% | +20.4% | +14.8% |
| YTD | +26.0% | +4.9% | +21.0% | +23.2% |
| 1Y | +28.1% | +19.4% | +8.8% | +19.6% |
| 3Y | +54.6% | +34.9% | +19.7% | +34.0% |
| 5Y | +60.3% | +11.0% | +49.3% | +46.9% |
| 10Y | +242.1% | +252.3% | -10.2% | +93.9% |
| All | +551.1% | +813.4% | -262.4% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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