+134.1%
BP vs SCHG
+459.0%
-324.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.4% |
| 7D | +5.2% | -1.0% | +6.3% | +5.8% |
| 30D | +8.7% | -1.3% | +10.0% | +9.3% |
| 3M | +9.3% | +5.4% | +3.9% | +5.9% |
| 6M | +13.6% | +14.4% | -0.8% | +4.8% |
| YTD | +37.7% | +8.0% | +29.6% | +30.8% |
| 1Y | +40.6% | +12.7% | +27.9% | +30.2% |
| 3Y | +40.3% | +85.6% | -45.3% | -4.5% |
| 5Y | +141.4% | +85.5% | +55.9% | +59.9% |
| All | +134.1% | +459.0% | -324.9% | -35.4% |
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