+376.7%
SCHW vs SHAK
+31.3%
+345.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -2.8% | -11.0% | +8.2% | -0.6% |
| 30D | -0.1% | -14.0% | +14.0% | +2.8% |
| 3M | +20.6% | +13.3% | +7.3% | +17.0% |
| 6M | +15.9% | -35.3% | +51.3% | +23.6% |
| YTD | +8.5% | -24.0% | +32.5% | +11.6% |
| 1Y | +17.8% | -36.7% | +54.6% | +25.2% |
| 3Y | +88.5% | -5.4% | +93.9% | +76.6% |
| 5Y | +60.6% | -24.9% | +85.5% | +50.9% |
| 10Y | +298.0% | +79.6% | +218.4% | +194.7% |
| All | +376.7% | +31.3% | +345.5% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling