+136.6%
SCHW vs NIO
-38.5%
+175.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.3% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | -1.6% | -18.7% | +17.1% | -0.1% |
| 3M | +21.3% | -29.4% | +50.7% | +24.4% |
| 6M | +16.5% | -32.5% | +49.0% | +19.4% |
| YTD | +8.4% | -27.6% | +36.1% | +10.2% |
| 1Y | +15.6% | -39.2% | +54.8% | +18.7% |
| 3Y | +86.8% | -64.3% | +151.1% | +93.6% |
| 5Y | +60.5% | -90.3% | +150.8% | +76.6% |
| All | +136.6% | -38.5% | +175.1% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded NIO 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling