+384.8%
BA vs SCHG
+1,145.2%
-760.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.7% |
| 7D | +1.2% | -0.7% | +1.9% | +1.9% |
| 30D | -11.6% | +0.2% | -11.9% | -11.9% |
| 3M | -2.4% | +2.2% | -4.6% | -4.6% |
| 6M | -6.6% | +15.0% | -21.6% | -19.0% |
| YTD | -2.2% | +9.2% | -11.4% | -10.8% |
| 1Y | -8.0% | +15.7% | -23.7% | -21.2% |
| 3Y | -5.0% | +87.3% | -92.3% | -52.1% |
| 5Y | -2.7% | +84.5% | -87.2% | -51.1% |
| 10Y | +75.9% | +448.7% | -372.8% | -72.9% |
| All | +384.8% | +1,145.2% | -760.4% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling