+19.7%
BROS vs SCHG
+85.6%
-65.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | 0.0% |
| 7D | -5.8% | -1.0% | -4.7% | -4.5% |
| 30D | -14.0% | -1.3% | -12.7% | -12.6% |
| 3M | -32.5% | +5.4% | -37.9% | -37.2% |
| 6M | -14.9% | +14.4% | -29.3% | -28.5% |
| YTD | -28.3% | +8.0% | -36.3% | -35.2% |
| 1Y | -34.0% | +12.7% | -46.7% | -43.6% |
| 3Y | +63.0% | +85.6% | -22.7% | -27.1% |
| All | +19.7% | +85.6% | -65.9% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling