+60.2%
SCHD vs NKE
-75.0%
+135.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.0% | -4.2% | +2.2% | -1.1% |
| 30D | -0.4% | -8.2% | +7.8% | +1.3% |
| 3M | +5.7% | -19.1% | +24.8% | +10.1% |
| 6M | +11.9% | -32.6% | +44.5% | +20.4% |
| YTD | +26.4% | -40.7% | +67.2% | +39.6% |
| 1Y | +27.6% | -48.9% | +76.5% | +44.9% |
| 3Y | +54.9% | -59.2% | +114.2% | +78.6% |
| All | +60.2% | -75.0% | +135.2% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 5y: compounded portfolio wealth divided by compounded NKE 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…
5y analysis · Full analysis span regression · 6 months rolling