+51,606.1%
SCHW vs SHEL
+2,543.2%
+49,063.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -2.8% | +3.9% | -6.7% | -4.1% |
| 30D | -0.1% | +7.0% | -7.0% | -2.5% |
| 3M | +20.6% | +12.5% | +8.1% | +15.3% |
| 6M | +15.9% | +14.8% | +1.2% | +9.7% |
| YTD | +8.5% | +34.2% | -25.7% | -3.2% |
| 1Y | +17.8% | +37.0% | -19.2% | +4.2% |
| 3Y | +88.5% | +70.9% | +17.6% | +52.6% |
| 5Y | +60.6% | +192.5% | -131.9% | +5.8% |
| 10Y | +298.0% | +208.5% | +89.6% | +148.4% |
| All | +51,606.1% | +2,543.2% | +49,063.0% | +24,051.6% |
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