+60.2%
SCHD vs NVMI
+261.9%
-201.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -0.4% | -8.4% | +8.0% | +0.3% |
| 3M | +5.7% | -33.6% | +39.3% | +9.3% |
| 6M | +11.9% | -14.7% | +26.6% | +11.9% |
| YTD | +26.4% | +13.2% | +13.2% | +21.9% |
| 1Y | +27.6% | +29.0% | -1.4% | +20.6% |
| 3Y | +54.9% | +215.0% | -160.0% | +21.3% |
| All | +60.2% | +261.9% | -201.7% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling