+85.6%
SCHG vs SHAK
-2.6%
+88.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.4% |
| 7D | -1.0% | -8.3% | +7.2% | +0.2% |
| 30D | -1.3% | -12.6% | +11.4% | +0.7% |
| 3M | +5.4% | +9.1% | -3.7% | +3.5% |
| 6M | +14.4% | -31.2% | +45.7% | +19.3% |
| YTD | +8.0% | -21.6% | +29.6% | +9.5% |
| 1Y | +12.7% | -38.8% | +51.5% | +19.5% |
| 3Y | +85.6% | +0.6% | +85.0% | +81.0% |
| All | +85.6% | -2.6% | +88.3% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling