+52.7%
SCHD vs NXT
+171.8%
-119.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.8% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -0.3% | -20.0% | +19.7% | +0.8% |
| 3M | +6.1% | -30.9% | +37.0% | +7.8% |
| 6M | +11.7% | -23.8% | +35.5% | +12.3% |
| YTD | +26.3% | -5.4% | +31.8% | +25.0% |
| 1Y | +28.8% | +28.0% | +0.7% | +24.3% |
| 3Y | +55.0% | +93.3% | -38.3% | +41.0% |
| All | +52.7% | +171.8% | -119.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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