+86.8%
SCHW vs BTG
+94.8%
-8.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -1.9% | -3.8% | +1.9% | -1.7% |
| 30D | -1.6% | +3.6% | -5.3% | -1.8% |
| 3M | +21.3% | +32.0% | -10.8% | +19.8% |
| 6M | +16.5% | +3.4% | +13.1% | +16.2% |
| YTD | +8.4% | +20.8% | -12.4% | +6.6% |
| 1Y | +15.6% | +22.4% | -6.8% | +13.1% |
| 3Y | +86.8% | +91.7% | -4.9% | +75.4% |
| All | +86.8% | +94.8% | -8.0% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling