+1,122.9%
SCHG vs BNS
+324.1%
+798.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -1.3% | +3.5% | -4.7% | -3.3% |
| 3M | +5.4% | +14.1% | -8.6% | -2.2% |
| 6M | +14.4% | +33.8% | -19.4% | -2.8% |
| YTD | +8.0% | +29.5% | -21.4% | -6.8% |
| 1Y | +12.7% | +48.4% | -35.7% | -9.9% |
| 3Y | +85.6% | +129.6% | -44.0% | +15.2% |
| 5Y | +85.5% | +96.1% | -10.6% | +25.2% |
| 10Y | +456.0% | +186.2% | +269.8% | +193.2% |
| All | +1,122.9% | +324.1% | +798.8% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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