+15.7%
SCHG vs NVMI
+53.9%
-38.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.7% |
| 7D | -0.7% | +6.6% | -7.3% | -1.7% |
| 30D | +0.2% | -7.5% | +7.8% | +1.3% |
| 3M | +2.2% | -28.5% | +30.7% | +6.7% |
| 6M | +15.0% | -15.7% | +30.8% | +15.1% |
| YTD | +9.2% | +13.3% | -4.1% | +1.6% |
| 1Y | +15.7% | +48.3% | -32.6% | +2.4% |
| All | +15.7% | +53.9% | -38.1% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling