+156.8%
BITO vs SCHG
+86.3%
+70.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.8% |
| 7D | -3.4% | -1.0% | -2.4% | -2.4% |
| 30D | +21.4% | -1.3% | +22.7% | +23.0% |
| 3M | +20.5% | +5.4% | +15.1% | +14.4% |
| 6M | +7.4% | +14.4% | -7.0% | -5.8% |
| YTD | -13.9% | +8.0% | -21.9% | -19.8% |
| 1Y | -35.1% | +12.7% | -47.8% | -41.5% |
| 3Y | +156.8% | +85.6% | +71.2% | +70.5% |
| All | +156.8% | +86.3% | +70.6% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling