+19.5%
BIL vs SCHG
+84.3%
-64.9%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +0.3% | -1.3% | +1.6% | +0.3% |
| 3M | +0.9% | +5.4% | -4.5% | +0.9% |
| 6M | +1.8% | +14.4% | -12.6% | +1.8% |
| YTD | +2.5% | +8.0% | -5.5% | +2.5% |
| 1Y | +3.7% | +12.7% | -9.0% | +3.7% |
| 3Y | +14.1% | +85.6% | -71.5% | +14.1% |
| All | +19.5% | +84.3% | -64.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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