+75.6%
BAC vs SCHG
+81.2%
-5.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | -0.3% | -2.7% | +2.5% | +1.4% |
| 30D | -1.8% | -2.2% | +0.5% | -0.5% |
| 3M | +15.3% | +6.2% | +9.1% | +11.0% |
| 6M | +30.2% | +13.4% | +16.8% | +20.2% |
| YTD | +15.6% | +7.1% | +8.5% | +10.4% |
| 1Y | +27.5% | +12.5% | +14.9% | +17.9% |
| 3Y | +137.0% | +86.2% | +50.9% | +60.7% |
| 5Y | +75.6% | +83.9% | -8.4% | +12.3% |
| All | +75.6% | +81.2% | -5.6% | +12.3% |
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 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