+210.0%
SHEL vs SCHG
+459.0%
-249.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.4% |
| 7D | +4.1% | -1.0% | +5.2% | +4.7% |
| 30D | +8.4% | -1.3% | +9.6% | +9.0% |
| 3M | +13.7% | +5.4% | +8.3% | +10.2% |
| 6M | +12.7% | +14.4% | -1.7% | +4.1% |
| YTD | +35.3% | +8.0% | +27.3% | +28.7% |
| 1Y | +39.4% | +12.7% | +26.6% | +29.3% |
| 3Y | +71.5% | +85.6% | -14.1% | +16.3% |
| 5Y | +195.0% | +85.5% | +109.5% | +94.8% |
| All | +210.0% | +459.0% | -249.0% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling