+238.6%
SCHD vs SHAK
+87.2%
+151.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | -2.0% | -8.3% | +6.3% | -0.8% |
| 30D | -0.4% | -12.6% | +12.2% | +1.4% |
| 3M | +5.7% | +9.1% | -3.4% | +4.0% |
| 6M | +11.9% | -31.2% | +43.1% | +16.0% |
| YTD | +26.4% | -21.6% | +48.0% | +28.1% |
| 1Y | +27.6% | -38.8% | +66.4% | +33.8% |
| 3Y | +54.9% | +0.6% | +54.3% | +45.0% |
| 5Y | +60.9% | -22.5% | +83.5% | +50.9% |
| All | +238.6% | +87.2% | +151.4% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling