-16.6%
BX vs SCHG
+16.6%
-33.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | -4.4% | -0.7% | -3.7% | -3.7% |
| 30D | +0.1% | +0.2% | -0.1% | 0.0% |
| 3M | +16.0% | +2.2% | +13.8% | +13.9% |
| 6M | +21.6% | +15.0% | +6.6% | +7.8% |
| YTD | -8.9% | +9.2% | -18.1% | -16.7% |
| 1Y | -16.6% | +15.7% | -32.3% | -28.2% |
| All | -16.6% | +16.6% | -33.2% | -28.2% |
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