+13.4%
SCHW vs BTDR
-4.8%
+18.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.1% |
| 7D | -0.8% | +20.0% | -20.8% | -1.4% |
| 30D | +1.5% | +11.9% | -10.5% | +0.9% |
| 3M | +24.6% | -36.9% | +61.5% | +26.5% |
| 6M | +14.5% | +56.5% | -42.0% | +9.3% |
| YTD | +10.5% | +10.4% | 0.0% | +7.9% |
| 1Y | +13.4% | +3.1% | +10.3% | +13.2% |
| All | +13.4% | -4.8% | +18.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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