+120.2%
BKR vs SCHG
+459.0%
-338.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.2% |
| 7D | -7.0% | -1.0% | -6.0% | -6.3% |
| 30D | -8.1% | -1.3% | -6.9% | -7.4% |
| 3M | -6.6% | +5.4% | -12.1% | -10.4% |
| 6M | +0.9% | +14.4% | -13.6% | -9.0% |
| YTD | +31.1% | +8.0% | +23.1% | +23.1% |
| 1Y | +27.7% | +12.7% | +15.0% | +16.1% |
| 3Y | +71.2% | +85.6% | -14.4% | +6.3% |
| 5Y | +177.6% | +85.5% | +92.1% | +66.5% |
| All | +120.2% | +459.0% | -338.8% | -49.4% |
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 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