+85.7%
SCHG vs BB
-26.5%
+112.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.5% |
| 7D | -1.0% | -0.4% | -0.7% | -1.0% |
| 30D | -1.3% | -12.5% | +11.3% | +1.0% |
| 3M | +5.4% | -17.4% | +22.9% | +7.7% |
| 6M | +14.4% | +119.1% | -104.7% | -5.6% |
| YTD | +8.0% | +102.4% | -94.3% | -9.5% |
| 1Y | +12.7% | +98.2% | -85.5% | -5.9% |
| 3Y | +85.6% | +46.9% | +38.7% | +58.6% |
| All | +85.7% | -26.5% | +112.2% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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