+85.7%
SCHG vs BRKR
-39.7%
+125.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | -8.7% | +7.6% | +0.8% |
| 30D | -1.3% | -9.9% | +8.6% | +0.8% |
| 3M | +5.4% | -3.1% | +8.5% | +4.3% |
| 6M | +14.4% | +45.5% | -31.1% | +1.3% |
| YTD | +8.0% | +13.7% | -5.7% | +1.1% |
| 1Y | +12.7% | +67.4% | -54.7% | -5.6% |
| 3Y | +85.6% | -13.2% | +98.8% | +75.3% |
| All | +85.7% | -39.7% | +125.5% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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