+23.3%
BA vs SCHG
+432.0%
-408.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.8% |
| 7D | -1.1% | +2.7% | -3.8% | -3.9% |
| 30D | -7.1% | -5.2% | -1.9% | -2.7% |
| 3M | -25.5% | -5.2% | -20.4% | -22.0% |
| 6M | -28.7% | -0.6% | -28.1% | -28.8% |
| YTD | -21.0% | +4.7% | -25.7% | -25.3% |
| 1Y | -11.9% | +6.0% | -17.9% | -17.8% |
| 3Y | -16.2% | +78.9% | -95.1% | -56.0% |
| 5Y | -22.4% | +69.9% | -92.3% | -57.2% |
| All | +23.3% | +432.0% | -408.7% | -80.3% |
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 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