+291.9%
BA vs SCHG
+1,104.0%
-812.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | -0.6% | +4.6% | -5.2% | -5.1% |
| 30D | -8.0% | -6.2% | -1.8% | -2.5% |
| 3M | -25.8% | -3.5% | -22.3% | -23.6% |
| 6M | -27.6% | +0.9% | -28.5% | -28.8% |
| YTD | -21.0% | +5.6% | -26.5% | -25.9% |
| 1Y | -12.3% | +4.4% | -16.7% | -17.0% |
| 3Y | -12.8% | +80.1% | -92.9% | -54.4% |
| 5Y | -22.4% | +71.3% | -93.6% | -57.9% |
| 10Y | +24.6% | +437.2% | -412.6% | -80.5% |
| All | +291.9% | +1,104.0% | -812.1% | -74.5% |
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