+41.8%
SCHD vs NRG
-50.8%
+92.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.5% | +15.4% | +1.8% |
| 7D | +3.2% | -13.7% | +16.9% | +3.1% |
| 30D | +10.7% | -13.6% | +24.2% | +10.5% |
| 3M | +7.8% | -28.5% | +36.3% | +7.9% |
| 6M | +16.7% | -45.8% | +62.5% | +17.5% |
| YTD | +35.3% | -46.9% | +82.2% | +36.1% |
| 1Y | +41.8% | -49.7% | +91.5% | +43.0% |
| All | +41.8% | -50.8% | +92.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling