+54.9%
SCHD vs SHEL
+70.5%
-15.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -2.0% | +4.1% | -6.1% | -3.0% |
| 30D | -0.4% | +8.4% | -8.8% | -2.7% |
| 3M | +5.7% | +13.7% | -8.0% | +1.8% |
| 6M | +11.9% | +12.7% | -0.8% | +7.7% |
| YTD | +26.4% | +35.3% | -8.9% | +14.1% |
| 1Y | +27.6% | +39.4% | -11.8% | +13.8% |
| 3Y | +54.9% | +71.5% | -16.5% | +27.6% |
| All | +54.9% | +70.5% | -15.5% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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