+60.2%
SCHD vs SHEL
+191.1%
-131.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | +5.7% | +13.7% | -8.0% | +2.0% |
| 6M | +11.9% | +12.7% | -0.8% | +8.0% |
| YTD | +26.4% | +35.3% | -8.9% | +15.7% |
| 1Y | +27.6% | +39.4% | -11.8% | +15.7% |
| 3Y | +54.9% | +71.5% | -16.5% | +32.1% |
| All | +60.2% | +191.1% | -131.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling