+956.4%
BN vs SCHG
+1,121.7%
-165.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -5.9% | -2.7% | -3.1% | -3.3% |
| 30D | -15.1% | -2.2% | -12.9% | -13.2% |
| 3M | -14.6% | +6.2% | -20.7% | -19.4% |
| 6M | -8.4% | +13.4% | -21.8% | -18.8% |
| YTD | -16.8% | +7.1% | -23.9% | -22.0% |
| 1Y | -14.4% | +12.5% | -26.9% | -23.3% |
| 3Y | +70.1% | +86.2% | -16.1% | -5.2% |
| 5Y | +33.5% | +83.9% | -50.4% | -25.4% |
| 10Y | +260.2% | +451.3% | -191.0% | -31.4% |
| All | +956.4% | +1,121.7% | -165.3% | -7.0% |
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