+19.6%
BTDR vs SCHG
+89.3%
-69.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +2.7% |
| 7D | -3.4% | -1.0% | -2.4% | -2.2% |
| 30D | +32.6% | -1.3% | +33.9% | +34.8% |
| 3M | -32.2% | +5.4% | -37.7% | -35.5% |
| 6M | +52.4% | +14.4% | +37.9% | +36.3% |
| YTD | +6.7% | +8.0% | -1.3% | +1.8% |
| 1Y | -15.2% | +12.7% | -28.0% | -21.1% |
| 3Y | +14.9% | +85.6% | -70.7% | -9.8% |
| 5Y | +20.8% | +85.5% | -64.7% | -6.0% |
| All | +19.6% | +89.3% | -69.7% | -6.9% |
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