+60.2%
SCHD vs NRG
+194.8%
-134.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.0% | -4.7% | +2.7% | -1.4% |
| 30D | -0.4% | -6.0% | +5.6% | +0.2% |
| 3M | +5.7% | -8.0% | +13.7% | +6.0% |
| 6M | +11.9% | -23.2% | +35.0% | +14.3% |
| YTD | +26.4% | -28.1% | +54.5% | +30.0% |
| 1Y | +27.6% | -27.3% | +54.9% | +30.4% |
| 3Y | +54.9% | +208.7% | -153.7% | +11.0% |
| All | +60.2% | +194.8% | -134.7% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling