-22.4%
BA vs SCHG
+72.8%
-95.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -0.6% | +4.6% | -5.2% | -4.1% |
| 30D | -8.0% | -6.2% | -1.8% | -3.6% |
| 3M | -25.8% | -3.5% | -22.3% | -24.0% |
| 6M | -27.6% | +0.9% | -28.5% | -28.4% |
| YTD | -21.0% | +5.6% | -26.5% | -24.8% |
| 1Y | -12.3% | +4.4% | -16.7% | -15.8% |
| 3Y | -12.8% | +80.1% | -92.9% | -46.9% |
| 5Y | -22.4% | +71.3% | -93.6% | -52.0% |
| All | -22.4% | +72.8% | -95.2% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling