+75.8%
BA vs SCHG
+459.0%
-383.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +1.9% |
| 7D | -0.8% | -1.0% | +0.2% | +0.2% |
| 30D | -9.0% | -1.3% | -7.7% | -7.8% |
| 3M | -5.0% | +5.4% | -10.5% | -10.0% |
| 6M | -1.7% | +14.4% | -16.1% | -14.0% |
| YTD | -3.1% | +8.0% | -11.1% | -10.5% |
| 1Y | -4.3% | +12.7% | -17.1% | -15.6% |
| 3Y | -0.3% | +85.6% | -85.9% | -49.3% |
| 5Y | +0.1% | +85.5% | -85.4% | -49.9% |
| All | +75.8% | +459.0% | -383.2% | -73.6% |
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 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