+1,122.9%
SCHG vs NVMI
+5,533.5%
-4,410.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -1.3% | -8.4% | +7.1% | +0.8% |
| 3M | +5.4% | -33.6% | +39.0% | +15.7% |
| 6M | +14.4% | -14.7% | +29.1% | +15.8% |
| YTD | +8.0% | +13.2% | -5.2% | +0.2% |
| 1Y | +12.7% | +29.0% | -16.3% | +0.1% |
| 3Y | +85.6% | +215.0% | -129.4% | +21.3% |
| 5Y | +85.5% | +268.6% | -183.0% | +13.9% |
| 10Y | +456.0% | +3,124.7% | -2,668.7% | +101.2% |
| All | +1,122.9% | +5,533.5% | -4,410.6% | +281.8% |
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