-20.2%
BKNG vs SCHG
+12.1%
-32.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -10.7% | -2.7% | -7.9% | -8.8% |
| 30D | -18.1% | -2.2% | -15.9% | -16.7% |
| 3M | +8.5% | +6.2% | +2.4% | +3.7% |
| 6M | -0.1% | +13.4% | -13.4% | -10.0% |
| YTD | -18.2% | +7.1% | -25.3% | -23.5% |
| All | -20.2% | +12.1% | -32.3% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling