+553.6%
SCHD vs NVMI
+5,868.1%
-5,314.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 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% | +11.4% |
| 6M | +11.9% | -14.7% | +26.6% | +12.2% |
| 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% | +14.4% |
| 5Y | +60.9% | +268.6% | -207.6% | +11.4% |
| 10Y | +243.4% | +3,124.7% | -2,881.3% | +51.3% |
| All | +553.6% | +5,868.1% | -5,314.5% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling