+1,988.3%
BX vs SCHG
+1,121.7%
+866.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | -8.9% | -2.7% | -6.2% | -5.7% |
| 30D | -14.8% | -2.2% | -12.6% | -12.3% |
| 3M | +6.9% | +6.2% | +0.8% | -0.6% |
| 6M | +16.3% | +13.4% | +2.9% | -0.4% |
| YTD | -16.1% | +7.1% | -23.2% | -22.7% |
| 1Y | -26.8% | +12.5% | -39.3% | -36.9% |
| 3Y | +22.4% | +86.2% | -63.7% | -43.8% |
| 5Y | +16.0% | +83.9% | -67.9% | -44.4% |
| 10Y | +646.9% | +451.3% | +195.7% | -19.5% |
| All | +1,988.3% | +1,121.7% | +866.6% | -24.0% |
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