+553.6%
SCHD vs NRG
+632.3%
-78.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -2.0% | -4.7% | +2.7% | -1.2% |
| 30D | -0.4% | -6.0% | +5.6% | +0.4% |
| 3M | +5.7% | -8.0% | +13.7% | +6.2% |
| 6M | +11.9% | -23.2% | +35.0% | +15.1% |
| YTD | +26.4% | -28.1% | +54.5% | +31.0% |
| 1Y | +27.6% | -27.3% | +54.9% | +31.4% |
| 3Y | +54.9% | +208.7% | -153.7% | +16.8% |
| 5Y | +60.9% | +197.7% | -136.7% | +20.4% |
| 10Y | +243.4% | +1,103.3% | -859.9% | +104.9% |
| All | +553.6% | +632.3% | -78.7% | +322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling