+277.8%
BLK vs SCHG
+456.0%
-178.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -4.6% | -0.8% | -3.8% | -3.8% |
| 30D | -8.7% | -1.5% | -7.2% | -7.4% |
| 3M | +3.8% | +5.6% | -1.8% | -1.3% |
| 6M | +16.6% | +18.1% | -1.6% | -0.2% |
| YTD | +1.2% | +8.3% | -7.1% | -6.0% |
| 1Y | -3.1% | +12.6% | -15.7% | -13.5% |
| 3Y | +61.2% | +86.5% | -25.3% | -12.7% |
| 5Y | +33.4% | +86.5% | -53.2% | -28.9% |
| 10Y | +277.8% | +455.4% | -177.6% | -39.6% |
| All | +277.8% | +456.0% | -178.2% | -39.6% |
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 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