+7.6%
BAX vs SCHG
+1,135.4%
-1,127.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.3% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | -9.7% | -1.5% | -8.2% | -9.0% |
| 3M | +29.3% | +4.4% | +24.9% | +26.0% |
| 6M | +40.7% | +15.7% | +24.9% | +29.4% |
| YTD | +30.3% | +8.3% | +22.0% | +24.5% |
| 1Y | +3.4% | +14.2% | -10.8% | -4.3% |
| 3Y | -32.0% | +88.3% | -120.3% | -54.1% |
| 5Y | -66.9% | +83.5% | -150.3% | -78.0% |
| 10Y | -37.1% | +444.2% | -481.3% | -81.8% |
| All | +7.6% | +1,135.4% | -1,127.7% | -82.7% |
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