+136.8%
SCHW vs NIO
-40.3%
+177.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.0% |
| 7D | -2.8% | -7.3% | +4.5% | -2.2% |
| 30D | -0.1% | -22.5% | +22.5% | +1.9% |
| 3M | +20.6% | -30.9% | +51.5% | +23.9% |
| 6M | +15.9% | -37.2% | +53.1% | +19.5% |
| YTD | +8.5% | -29.8% | +38.3% | +10.5% |
| 1Y | +17.8% | -37.4% | +55.3% | +20.7% |
| 3Y | +88.5% | -64.3% | +152.9% | +95.4% |
| 5Y | +60.6% | -90.6% | +151.2% | +77.1% |
| All | +136.8% | -40.3% | +177.1% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling