+346.2%
BTI vs SCHG
+1,132.2%
-786.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -0.2% | -1.0% | +0.8% | +0.3% |
| 30D | -1.1% | -1.3% | +0.2% | -0.6% |
| 3M | -8.8% | +5.4% | -14.2% | -11.1% |
| 6M | -4.0% | +14.4% | -18.4% | -9.9% |
| YTD | +0.4% | +8.0% | -7.7% | -3.5% |
| 1Y | +1.9% | +12.7% | -10.8% | -4.1% |
| 3Y | +108.5% | +85.6% | +22.9% | +49.8% |
| 5Y | +118.5% | +85.5% | +33.0% | +52.1% |
| 10Y | +75.1% | +456.0% | -380.9% | -43.6% |
| All | +346.2% | +1,132.2% | -786.1% | -17.0% |
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