+63.1%
SCHG vs BTSG
+382.3%
-319.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.6% | +6.2% | +0.5% |
| 7D | -2.7% | -5.8% | +3.0% | -1.9% |
| 30D | -2.2% | 0.0% | -2.2% | -2.4% |
| 3M | +6.2% | -4.5% | +10.6% | +5.9% |
| 6M | +13.4% | +40.0% | -26.6% | +5.7% |
| YTD | +7.1% | +54.6% | -47.4% | -1.9% |
| 1Y | +12.5% | +106.1% | -93.6% | -1.8% |
| All | +63.1% | +382.3% | -319.2% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling