+85.6%
SCHG vs BIDU
-34.3%
+120.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -1.0% | -8.1% | +7.1% | +0.2% |
| 30D | -1.3% | -12.8% | +11.6% | +0.6% |
| 3M | +5.4% | -21.3% | +26.7% | +8.9% |
| 6M | +14.4% | -27.0% | +41.4% | +18.9% |
| YTD | +8.0% | -30.0% | +38.1% | +12.6% |
| 1Y | +12.7% | -18.3% | +31.0% | +14.0% |
| 3Y | +85.6% | -33.8% | +119.4% | +90.7% |
| All | +85.6% | -34.3% | +120.0% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 3y: compounded portfolio wealth divided by compounded BIDU 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…
3y analysis · Full analysis span regression · 6 months rolling