+45.6%
SCHW vs NVDL
+2,480.8%
-2,435.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.1% |
| 7D | -2.8% | -8.7% | +5.9% | -2.2% |
| 30D | -0.1% | -1.3% | +1.3% | -0.2% |
| 3M | +20.6% | +11.4% | +9.2% | +19.0% |
| 6M | +15.9% | +22.9% | -6.9% | +12.8% |
| YTD | +8.5% | +15.4% | -6.9% | +5.7% |
| 1Y | +17.8% | +18.8% | -0.9% | +13.9% |
| 3Y | +88.5% | +641.4% | -552.9% | +44.6% |
| All | +45.6% | +2,480.8% | -2,435.1% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling