+551.1%
SCHD vs SHEL
+191.1%
+360.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.1% | +3.9% | -7.0% | -4.3% |
| 30D | -0.8% | +7.0% | -7.8% | -3.0% |
| 3M | +6.2% | +12.5% | -6.3% | +2.0% |
| 6M | +11.8% | +14.8% | -3.0% | +6.4% |
| YTD | +26.0% | +34.2% | -8.2% | +13.5% |
| 1Y | +28.1% | +37.0% | -8.9% | +14.6% |
| 3Y | +54.6% | +70.9% | -16.3% | +27.5% |
| 5Y | +60.3% | +192.5% | -132.2% | +7.7% |
| 10Y | +242.1% | +208.5% | +33.7% | +113.5% |
| All | +551.1% | +191.1% | +360.0% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling