+15.9%
SCHW vs BTSG
+37.1%
-21.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.6% | +7.4% | +0.5% |
| 7D | -2.8% | -5.8% | +3.0% | -3.0% |
| 30D | -0.1% | 0.0% | 0.0% | 0.0% |
| 3M | +20.6% | -4.5% | +25.1% | +19.9% |
| 6M | +15.9% | +40.0% | -24.1% | +9.2% |
| All | +15.9% | +37.1% | -21.1% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling