+661.1%
BX vs SCHG
+459.0%
+202.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.5% |
| 7D | -5.6% | -1.0% | -4.6% | -4.4% |
| 30D | -12.2% | -1.3% | -11.0% | -10.8% |
| 3M | +7.4% | +5.4% | +2.0% | +1.2% |
| 6M | +22.2% | +14.4% | +7.8% | +4.8% |
| YTD | -14.0% | +8.0% | -22.0% | -21.0% |
| 1Y | -27.3% | +12.7% | -40.0% | -36.7% |
| 3Y | +24.5% | +85.6% | -61.1% | -38.8% |
| 5Y | +18.9% | +85.5% | -66.6% | -40.3% |
| All | +661.1% | +459.0% | +202.0% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling