+115.4%
SCHW vs NVDX
+772.1%
-656.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.9% | -10.2% | +8.3% | -1.3% |
| 30D | -1.6% | -7.3% | +5.7% | -1.4% |
| 3M | +21.3% | +5.5% | +15.7% | +20.3% |
| 6M | +16.5% | +18.3% | -1.8% | +14.0% |
| YTD | +8.4% | +11.4% | -3.0% | +6.2% |
| 1Y | +15.6% | +12.7% | +2.9% | +12.6% |
| All | +115.4% | +772.1% | -656.8% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 3y: compounded portfolio wealth divided by compounded NVDX 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…
3y analysis · Full analysis span regression · 6 months rolling