+551.1%
SCHD vs NUE
+948.9%
-397.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -3.1% | -2.7% | -0.4% | -2.3% |
| 30D | -0.8% | -6.1% | +5.2% | +0.8% |
| 3M | +6.2% | +2.2% | +4.0% | +4.9% |
| 6M | +11.8% | +50.8% | -39.0% | -2.0% |
| YTD | +26.0% | +57.5% | -31.6% | +8.7% |
| 1Y | +28.1% | +82.5% | -54.3% | +5.4% |
| 3Y | +54.6% | +61.7% | -7.1% | +27.7% |
| 5Y | +60.3% | +145.1% | -84.8% | +9.2% |
| 10Y | +242.1% | +577.8% | -335.7% | +46.3% |
| All | +551.1% | +948.9% | -397.8% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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