+98.1%
SCHW vs NVD
-99.1%
+197.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.7% | +1.0% |
| 7D | -2.8% | +9.0% | -11.8% | -2.2% |
| 30D | -0.1% | -5.5% | +5.4% | -0.2% |
| 3M | +20.6% | -24.6% | +45.2% | +19.0% |
| 6M | +15.9% | -42.1% | +58.0% | +12.9% |
| YTD | +8.5% | -44.3% | +52.8% | +5.7% |
| 1Y | +17.8% | -54.2% | +72.0% | +13.9% |
| 3Y | +88.5% | -99.1% | +187.7% | +51.8% |
| All | +98.1% | -99.1% | +197.2% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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