+153.0%
SCHD vs NIO
-40.3%
+193.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | -3.1% | -7.3% | +4.1% | -2.8% |
| 30D | -0.8% | -22.5% | +21.7% | +0.3% |
| 3M | +6.2% | -30.9% | +37.1% | +7.9% |
| 6M | +11.8% | -37.2% | +49.0% | +13.8% |
| YTD | +26.0% | -29.8% | +55.8% | +27.4% |
| 1Y | +28.1% | -37.4% | +65.6% | +30.0% |
| 3Y | +54.6% | -64.3% | +118.9% | +57.6% |
| 5Y | +60.3% | -90.6% | +150.9% | +68.3% |
| All | +153.0% | -40.3% | +193.3% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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