-2.2%
BA vs SCHG
+85.5%
-87.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.5% |
| 7D | -1.2% | -0.9% | -0.3% | -0.5% |
| 30D | -11.3% | -2.3% | -9.0% | -9.7% |
| 3M | -3.8% | +4.5% | -8.3% | -6.9% |
| 6M | -8.3% | +13.6% | -21.8% | -16.4% |
| YTD | -4.9% | +7.6% | -12.5% | -10.2% |
| 1Y | -10.1% | +13.0% | -23.1% | -18.2% |
| All | -2.2% | +85.5% | -87.6% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling