+238.6%
SCHD vs NVS
+179.5%
+59.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.0% | -14.3% | +12.3% | +3.9% |
| 30D | -0.4% | -10.0% | +9.5% | +3.2% |
| 3M | +5.7% | -10.9% | +16.6% | +9.8% |
| 6M | +11.9% | -12.0% | +23.8% | +16.5% |
| YTD | +26.4% | +2.5% | +23.9% | +22.7% |
| 1Y | +27.6% | +10.7% | +16.9% | +19.2% |
| 3Y | +54.9% | +53.3% | +1.6% | +22.2% |
| 5Y | +60.9% | +93.6% | -32.7% | +10.4% |
| All | +238.6% | +179.5% | +59.1% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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