+392.9%
BAC vs SCHG
+459.0%
-66.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | 0.0% | -1.0% | +1.1% | +0.8% |
| 30D | -2.8% | -1.3% | -1.5% | -1.9% |
| 3M | +14.2% | +5.4% | +8.8% | +9.3% |
| 6M | +30.5% | +14.4% | +16.1% | +16.8% |
| YTD | +15.8% | +8.0% | +7.8% | +8.3% |
| 1Y | +26.2% | +12.7% | +13.4% | +13.7% |
| 3Y | +136.5% | +85.6% | +50.9% | +39.5% |
| 5Y | +75.9% | +85.5% | -9.6% | +1.2% |
| All | +392.9% | +459.0% | -66.1% | -22.3% |
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