+24.9%
BIL vs SCHG
+1,127.0%
-1,102.1%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | -0.9% | +0.9% | +0.1% |
| 30D | +0.3% | -2.3% | +2.6% | +0.3% |
| 3M | +0.9% | +4.5% | -3.6% | +0.9% |
| 6M | +1.8% | +13.6% | -11.8% | +1.8% |
| YTD | +2.5% | +7.6% | -5.1% | +2.5% |
| 1Y | +3.7% | +13.0% | -9.4% | +3.7% |
| 3Y | +14.1% | +87.0% | -72.9% | +14.1% |
| 5Y | +19.4% | +82.9% | -63.4% | +19.4% |
| 10Y | +25.2% | +453.6% | -428.4% | +25.3% |
| All | +24.9% | +1,127.0% | -1,102.1% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling