+40.6%
BP vs SCHG
+13.0%
+27.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | +0.3% |
| 7D | +5.2% | -1.0% | +6.3% | +4.9% |
| 30D | +8.7% | -1.3% | +10.0% | +8.3% |
| 3M | +9.3% | +5.4% | +3.9% | +10.8% |
| 6M | +13.6% | +14.4% | -0.8% | +17.4% |
| YTD | +37.7% | +8.0% | +29.6% | +42.3% |
| 1Y | +40.6% | +12.7% | +27.9% | +48.1% |
| All | +40.6% | +13.0% | +27.6% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling