+40.5%
SCHW vs BITO
-8.3%
+48.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -3.4% | +1.6% | -1.4% |
| 30D | -1.6% | +21.4% | -23.0% | -4.0% |
| 3M | +21.3% | +20.5% | +0.8% | +18.3% |
| 6M | +16.5% | +7.4% | +9.1% | +15.0% |
| YTD | +8.4% | -13.9% | +22.3% | +9.6% |
| 1Y | +15.6% | -35.1% | +50.7% | +20.6% |
| 3Y | +86.8% | +156.8% | -70.0% | +58.7% |
| All | +40.5% | -8.3% | +48.9% | +35.6% |
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