+2,993.7%
SHOP vs SCHG
+459.0%
+2,534.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.3% |
| 7D | -11.2% | -1.0% | -10.2% | -9.5% |
| 30D | -14.4% | -1.3% | -13.1% | -12.2% |
| 3M | +16.6% | +5.4% | +11.1% | +6.5% |
| 6M | -0.6% | +14.4% | -15.0% | -20.6% |
| YTD | -20.0% | +8.0% | -28.0% | -28.9% |
| 1Y | -11.2% | +12.7% | -23.9% | -25.9% |
| 3Y | +99.5% | +85.6% | +13.9% | -24.1% |
| 5Y | -13.2% | +85.5% | -98.7% | -62.2% |
| All | +2,993.7% | +459.0% | +2,534.7% | +156.1% |
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