+553.6%
SCHD vs NKE
+97.9%
+455.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.0% | -4.2% | +2.2% | -0.8% |
| 30D | -0.4% | -8.2% | +7.8% | +1.9% |
| 3M | +5.7% | -19.1% | +24.8% | +11.7% |
| 6M | +11.9% | -32.6% | +44.5% | +23.5% |
| YTD | +26.4% | -40.7% | +67.2% | +44.5% |
| 1Y | +27.6% | -48.9% | +76.5% | +51.3% |
| 3Y | +54.9% | -59.2% | +114.2% | +88.7% |
| 5Y | +60.9% | -75.3% | +136.3% | +125.6% |
| 10Y | +243.4% | -23.1% | +266.5% | +223.3% |
| All | +553.6% | +97.9% | +455.7% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling