+292.9%
BBY vs SCHG
+1,132.2%
-839.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 6M | +47.9% | +14.4% | +33.5% | +30.2% |
| YTD | +39.6% | +8.0% | +31.5% | +28.9% |
| 1Y | +22.2% | +12.7% | +9.5% | +8.6% |
| 3Y | +45.0% | +85.6% | -40.6% | -19.7% |
| 5Y | +2.6% | +85.5% | -82.9% | -44.2% |
| 10Y | +250.5% | +456.0% | -205.5% | -35.3% |
| All | +292.9% | +1,132.2% | -839.3% | -65.5% |
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