+18.4%
BX vs SCHG
+84.3%
-65.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.4% |
| 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% | +0.8% |
| 6M | +22.2% | +14.4% | +7.8% | +3.9% |
| YTD | -14.0% | +8.0% | -22.0% | -21.4% |
| 1Y | -27.3% | +12.7% | -40.0% | -37.3% |
| 3Y | +24.5% | +85.6% | -61.1% | -42.8% |
| All | +18.4% | +84.3% | -65.9% | -44.9% |
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 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