+314.3%
SCHW vs NVMI
+1,933.5%
-1,619.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -2.8% | +3.8% | -6.5% | -3.3% |
| 30D | -0.1% | -7.6% | +7.5% | +0.9% |
| 3M | +20.6% | -28.0% | +48.6% | +24.9% |
| 6M | +15.9% | -15.3% | +31.3% | +16.3% |
| YTD | +8.5% | +11.5% | -3.0% | +4.1% |
| 1Y | +17.8% | +31.6% | -13.7% | +9.7% |
| 3Y | +88.5% | +207.0% | -118.4% | +49.7% |
| 5Y | +60.6% | +262.8% | -202.2% | +22.4% |
| 10Y | +298.0% | +3,074.6% | -2,776.6% | +120.1% |
| All | +314.3% | +1,933.5% | -1,619.2% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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