+1,122.9%
SCHG vs BRO
+778.4%
+344.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.0% | -7.3% | +6.3% | +2.5% |
| 30D | -1.3% | -6.9% | +5.6% | +1.9% |
| 3M | +5.4% | +10.7% | -5.2% | -0.8% |
| 6M | +14.4% | -2.7% | +17.1% | +13.7% |
| YTD | +8.0% | -16.3% | +24.4% | +15.0% |
| 1Y | +12.7% | -29.1% | +41.8% | +29.8% |
| 3Y | +85.6% | -7.8% | +93.4% | +79.1% |
| 5Y | +85.5% | +18.7% | +66.8% | +51.8% |
| 10Y | +456.0% | +291.9% | +164.1% | +135.4% |
| All | +1,122.9% | +778.4% | +344.5% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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