+209.9%
BKNG vs SCHG
+459.0%
-249.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | -9.8% | -1.0% | -8.8% | -8.9% |
| 30D | -17.9% | -1.3% | -16.6% | -17.0% |
| 3M | +6.6% | +5.4% | +1.1% | +1.7% |
| 6M | +1.1% | +14.4% | -13.3% | -10.3% |
| YTD | -18.2% | +8.0% | -26.3% | -23.6% |
| 1Y | -20.2% | +12.7% | -32.9% | -28.4% |
| 3Y | +39.9% | +85.6% | -45.8% | -20.1% |
| 5Y | +93.1% | +85.5% | +7.6% | +9.2% |
| All | +209.9% | +459.0% | -249.1% | -40.9% |
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 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