+37.8%
SCHG vs BIYA
-99.8%
+137.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | -1.0% | -1.8% | +0.7% | -1.0% |
| 30D | -1.3% | -17.5% | +16.2% | -1.3% |
| 3M | +5.4% | -78.0% | +83.5% | +5.2% |
| 6M | +14.4% | -89.5% | +103.9% | +14.6% |
| YTD | +8.0% | -94.3% | +102.3% | +8.5% |
| 1Y | +12.7% | -98.6% | +111.3% | +15.0% |
| All | +37.8% | -99.8% | +137.5% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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