+86.8%
BP vs SCHG
+1,127.0%
-1,040.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | +4.0% | -0.9% | +4.9% | +4.5% |
| 30D | +7.8% | -2.3% | +10.1% | +9.3% |
| 3M | +8.4% | +4.5% | +3.8% | +4.6% |
| 6M | +15.1% | +13.6% | +1.5% | +4.3% |
| YTD | +36.4% | +7.6% | +28.8% | +28.0% |
| 1Y | +40.9% | +13.0% | +27.9% | +27.4% |
| 3Y | +38.8% | +87.0% | -48.1% | -14.8% |
| 5Y | +141.1% | +82.9% | +58.2% | +44.1% |
| 10Y | +133.9% | +453.6% | -319.7% | -52.8% |
| All | +86.8% | +1,127.0% | -1,040.2% | -83.3% |
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