+22.6%
BROS vs SCHG
+84.8%
-62.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.2% |
| 7D | -6.6% | -0.9% | -5.7% | -5.7% |
| 30D | -12.3% | -2.3% | -10.1% | -9.8% |
| 3M | -22.2% | +4.5% | -26.7% | -26.8% |
| 6M | -14.3% | +13.6% | -27.8% | -27.4% |
| YTD | -26.6% | +7.6% | -34.1% | -33.3% |
| 1Y | -31.5% | +13.0% | -44.5% | -41.7% |
| 3Y | +62.3% | +87.0% | -24.7% | -28.3% |
| All | +22.6% | +84.8% | -62.2% | -42.9% |
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