+7,358.2%
SHOP vs SCHG
+451.2%
+6,907.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -4.3% |
| 7D | -10.6% | -0.9% | -9.8% | -9.2% |
| 30D | -18.3% | -2.3% | -16.0% | -14.7% |
| 3M | +14.8% | +4.5% | +10.3% | +6.6% |
| 6M | -5.0% | +13.6% | -18.6% | -22.9% |
| YTD | -21.2% | +7.6% | -28.8% | -29.4% |
| 1Y | -11.6% | +13.0% | -24.7% | -26.3% |
| 3Y | +101.2% | +87.0% | +14.2% | -23.1% |
| 5Y | -15.7% | +82.9% | -98.6% | -61.8% |
| 10Y | +2,989.4% | +453.6% | +2,535.8% | +198.7% |
| All | +7,358.2% | +451.2% | +6,907.0% | +639.3% |
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