+258.1%
SHEL vs SCHG
+1,121.7%
-863.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +3.9% | -2.7% | +6.7% | +5.7% |
| 30D | +7.0% | -2.2% | +9.2% | +8.4% |
| 3M | +12.5% | +6.2% | +6.3% | +7.7% |
| 6M | +14.8% | +13.4% | +1.4% | +4.6% |
| YTD | +34.2% | +7.1% | +27.1% | +26.8% |
| 1Y | +37.0% | +12.5% | +24.5% | +24.9% |
| 3Y | +70.9% | +86.2% | -15.3% | +6.2% |
| 5Y | +192.5% | +83.9% | +108.6% | +75.4% |
| 10Y | +208.5% | +451.3% | -242.8% | -34.6% |
| All | +258.1% | +1,121.7% | -863.6% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling