+294.9%
SCHW vs NUE
+599.8%
-304.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.7% |
| 7D | -1.9% | -0.6% | -1.2% | -1.6% |
| 30D | -1.6% | -4.6% | +2.9% | 0.0% |
| 3M | +21.3% | -0.3% | +21.6% | +20.4% |
| 6M | +16.5% | +51.9% | -35.4% | -4.0% |
| YTD | +8.4% | +60.0% | -51.6% | -12.9% |
| 1Y | +15.6% | +82.9% | -67.3% | -12.9% |
| 3Y | +86.8% | +66.0% | +20.9% | +40.3% |
| 5Y | +60.5% | +149.0% | -88.4% | -9.4% |
| All | +294.9% | +599.8% | -304.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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