+538.4%
SCHW vs BTG
+371.8%
+166.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.8% |
| 7D | -2.8% | -5.5% | +2.7% | -2.7% |
| 30D | -0.1% | +6.1% | -6.2% | -0.1% |
| 3M | +20.6% | +38.6% | -18.1% | +20.3% |
| 6M | +15.9% | +0.7% | +15.3% | +15.9% |
| YTD | +8.5% | +20.3% | -11.8% | +8.3% |
| 1Y | +17.8% | +25.0% | -7.2% | +17.5% |
| 3Y | +88.5% | +97.3% | -8.8% | +87.4% |
| 5Y | +60.6% | +78.3% | -17.7% | +59.7% |
| 10Y | +298.0% | +151.6% | +146.4% | +294.4% |
| All | +538.4% | +371.8% | +166.7% | +551.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling