+1,117.7%
SCHG vs BB
-88.6%
+1,206.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -0.9% | +1.8% | -2.7% | -1.1% |
| 30D | -2.3% | -12.2% | +9.9% | -0.7% |
| 3M | +4.5% | -12.3% | +16.9% | +5.3% |
| 6M | +13.6% | +122.7% | -109.1% | 0.0% |
| YTD | +7.6% | +104.5% | -96.9% | -4.2% |
| 1Y | +13.0% | +106.7% | -93.6% | +0.1% |
| 3Y | +87.0% | +70.0% | +17.0% | +63.5% |
| 5Y | +82.9% | -27.8% | +110.6% | +73.0% |
| 10Y | +453.6% | +2.4% | +451.3% | +337.8% |
| All | +1,117.7% | -88.6% | +1,206.3% | +1,140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling