+5.9%
SCHG vs BTSG
+111.7%
-105.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -2.5% | +17.4% | -19.9% | -4.2% |
| 30D | -5.4% | +12.6% | -18.0% | -6.6% |
| 3M | -2.2% | +11.2% | -13.4% | -3.3% |
| 6M | +5.2% | +30.4% | -25.2% | -0.8% |
| YTD | +6.8% | +86.4% | -79.6% | -6.9% |
| 1Y | +5.9% | +117.9% | -112.0% | -11.3% |
| All | +5.9% | +111.7% | -105.8% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling