+593.1%
BLK vs SCHG
+1,132.2%
-539.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.7% |
| 7D | -3.3% | -1.0% | -2.3% | -2.2% |
| 30D | -6.5% | -1.3% | -5.3% | -5.3% |
| 3M | +6.7% | +5.4% | +1.3% | +1.0% |
| 6M | +14.7% | +14.4% | +0.3% | -0.3% |
| YTD | +2.5% | +8.0% | -5.5% | -5.4% |
| 1Y | -2.8% | +12.7% | -15.5% | -14.5% |
| 3Y | +65.9% | +85.6% | -19.7% | -16.2% |
| 5Y | +33.0% | +85.5% | -52.5% | -34.2% |
| 10Y | +281.2% | +456.0% | -174.8% | -51.7% |
| All | +593.1% | +1,132.2% | -539.1% | -65.2% |
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