-14.3%
SHOP vs SCHW
+59.4%
-73.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.6% |
| 7D | -13.2% | -2.8% | -10.5% | -11.6% |
| 30D | -17.0% | -0.1% | -17.0% | -17.0% |
| 3M | +17.0% | +20.6% | -3.6% | +4.2% |
| 6M | -2.1% | +15.9% | -18.1% | -11.4% |
| YTD | -21.4% | +8.5% | -29.8% | -26.0% |
| 1Y | -11.0% | +17.8% | -28.8% | -20.5% |
| 3Y | +100.9% | +88.5% | +12.4% | +32.4% |
| All | -14.3% | +59.4% | -73.7% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 5y: compounded portfolio wealth divided by compounded SCHW 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…
5y analysis · Full analysis span regression · 6 months rolling