+59.5%
SCHW vs SHAK
-22.8%
+82.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.7% |
| 7D | -1.9% | -8.3% | +6.4% | -0.3% |
| 30D | -1.6% | -12.6% | +11.0% | +0.8% |
| 3M | +21.3% | +9.1% | +12.1% | +18.7% |
| 6M | +16.5% | -31.2% | +47.7% | +22.7% |
| YTD | +8.4% | -21.6% | +30.0% | +10.8% |
| 1Y | +15.6% | -38.8% | +54.4% | +23.9% |
| 3Y | +86.8% | +0.6% | +86.2% | +70.3% |
| All | +59.5% | -22.8% | +82.3% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling