+0.9%
SCHW vs NVDL
-20.0%
+21.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.1% | +10.7% | +4.7% |
| 7D | +5.2% | -14.0% | +19.2% | +5.5% |
| 30D | -4.7% | -31.2% | +26.5% | -3.9% |
| 3M | -11.9% | -15.5% | +3.6% | -11.8% |
| 6M | +2.7% | -10.3% | +13.0% | +1.4% |
| YTD | -5.6% | -5.8% | +0.2% | -8.3% |
| All | +0.9% | -20.0% | +21.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling