+55.3%
SCHD vs BITO
-8.3%
+63.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.0% | -3.4% | +1.5% | -1.7% |
| 30D | -0.4% | +21.4% | -21.8% | -1.9% |
| 3M | +5.7% | +20.5% | -14.8% | +4.1% |
| 6M | +11.9% | +7.4% | +4.5% | +11.0% |
| YTD | +26.4% | -13.9% | +40.3% | +27.3% |
| 1Y | +27.6% | -35.1% | +62.7% | +31.2% |
| 3Y | +54.9% | +156.8% | -101.9% | +38.2% |
| All | +55.3% | -8.3% | +63.6% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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