-33.9%
BAX vs SCHG
+84.7%
-118.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -5.4% | -2.7% | -2.7% | -4.2% |
| 30D | -12.4% | -2.2% | -10.2% | -11.5% |
| 3M | +19.1% | +6.2% | +12.9% | +16.1% |
| 6M | +38.6% | +13.4% | +25.2% | +30.9% |
| YTD | +26.7% | +7.1% | +19.6% | +22.3% |
| 1Y | +1.0% | +12.5% | -11.5% | -4.3% |
| All | -33.9% | +84.7% | -118.6% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling