-67.4%
BAX vs SCHG
+84.3%
-151.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.9% |
| 7D | -7.9% | -1.0% | -6.8% | -7.5% |
| 30D | -11.7% | -1.3% | -10.4% | -11.2% |
| 3M | +16.2% | +5.4% | +10.8% | +13.9% |
| 6M | +32.0% | +14.4% | +17.6% | +25.2% |
| YTD | +24.7% | +8.0% | +16.7% | +20.8% |
| 1Y | -2.6% | +12.7% | -15.4% | -7.1% |
| 3Y | -35.0% | +85.6% | -120.6% | -48.7% |
| All | -67.4% | +84.3% | -151.8% | -75.9% |
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