+1,126.0%
SCHG vs BUD
+114.6%
+1,011.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -0.1% | +0.8% | -0.8% | -0.3% |
| 30D | -1.5% | -4.8% | +3.3% | +0.1% |
| 3M | +4.4% | +1.4% | +3.0% | +3.6% |
| 6M | +15.7% | +9.9% | +5.9% | +11.3% |
| YTD | +8.3% | +26.3% | -18.0% | -1.2% |
| 1Y | +14.2% | +36.1% | -21.9% | +1.3% |
| 3Y | +88.3% | +48.6% | +39.7% | +57.8% |
| 5Y | +83.5% | +45.0% | +38.4% | +52.7% |
| 10Y | +444.2% | -23.1% | +467.3% | +445.6% |
| All | +1,126.0% | +114.6% | +1,011.4% | +589.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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