+977.1%
BE vs SCHG
+272.9%
+704.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -1.8% |
| 7D | +23.9% | -0.9% | +24.8% | +25.6% |
| 30D | +27.8% | -2.3% | +30.1% | +32.5% |
| 3M | +3.7% | +4.5% | -0.8% | -2.3% |
| 6M | +78.0% | +13.6% | +64.4% | +48.4% |
| YTD | +209.9% | +7.6% | +202.3% | +184.2% |
| 1Y | +389.6% | +13.0% | +376.6% | +331.7% |
| 3Y | +1,730.6% | +87.0% | +1,643.6% | +637.2% |
| 5Y | +1,227.8% | +82.9% | +1,145.0% | +489.4% |
| All | +977.1% | +272.9% | +704.2% | +76.6% |
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 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