+1,020.6%
SCHG vs BAH
+878.1%
+142.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -2.3% | -6.6% | +4.3% | -0.7% |
| 3M | +4.5% | -7.2% | +11.7% | +5.9% |
| 6M | +13.6% | -10.0% | +23.5% | +15.4% |
| YTD | +7.6% | -12.5% | +20.0% | +9.1% |
| 1Y | +13.0% | -27.9% | +41.0% | +20.1% |
| 3Y | +87.0% | -31.4% | +118.4% | +93.4% |
| 5Y | +82.9% | -3.2% | +86.1% | +67.3% |
| 10Y | +453.6% | +191.5% | +262.2% | +275.7% |
| All | +1,020.6% | +878.1% | +142.5% | +432.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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