+1,726.2%
BE vs SCHG
+86.3%
+1,639.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +5.3% |
| 7D | +9.0% | -1.0% | +10.1% | +10.9% |
| 30D | +16.3% | -1.3% | +17.5% | +18.7% |
| 3M | +10.8% | +5.4% | +5.4% | +2.5% |
| 6M | +73.2% | +14.4% | +58.8% | +42.7% |
| YTD | +217.4% | +8.0% | +209.3% | +186.9% |
| 1Y | +309.8% | +12.7% | +297.1% | +262.7% |
| 3Y | +1,726.2% | +85.6% | +1,640.6% | +755.9% |
| All | +1,726.2% | +86.3% | +1,639.9% | +755.9% |
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 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