+45.6%
SCHD vs BTSG
+389.4%
-343.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -2.0% | -3.3% | +1.3% | -1.7% |
| 30D | -0.4% | -1.6% | +1.2% | -0.4% |
| 3M | +5.7% | -6.9% | +12.6% | +5.8% |
| 6M | +11.9% | +42.1% | -30.2% | +7.7% |
| YTD | +26.4% | +56.8% | -30.4% | +20.4% |
| 1Y | +27.6% | +109.8% | -82.2% | +17.9% |
| All | +45.6% | +389.4% | -343.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling