+246.5%
BBY vs SCHG
+459.0%
-212.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.3% |
| 7D | +0.6% | -1.0% | +1.6% | +1.5% |
| 30D | +9.4% | -1.3% | +10.7% | +10.5% |
| 3M | +19.3% | +5.4% | +13.9% | +13.7% |
| 6M | +47.9% | +14.4% | +33.5% | +30.7% |
| YTD | +39.6% | +8.0% | +31.5% | +29.3% |
| 1Y | +22.2% | +12.7% | +9.5% | +9.1% |
| 3Y | +45.0% | +85.6% | -40.6% | -18.5% |
| 5Y | +2.6% | +85.5% | -82.9% | -43.3% |
| All | +246.5% | +459.0% | -212.5% | -39.6% |
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