+238.6%
SCHD vs NVMI
+3,158.6%
-2,920.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | -0.4% | -8.4% | +8.0% | +0.7% |
| 3M | +5.7% | -33.6% | +39.3% | +11.2% |
| 6M | +11.9% | -14.7% | +26.6% | +12.1% |
| YTD | +26.4% | +13.2% | +13.2% | +20.2% |
| 1Y | +27.6% | +29.0% | -1.4% | +17.9% |
| 3Y | +54.9% | +215.0% | -160.0% | +13.5% |
| 5Y | +60.9% | +268.6% | -207.6% | +9.9% |
| All | +238.6% | +3,158.6% | -2,920.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling