+73.9%
SCHW vs BTSG
+382.3%
-308.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.6% | +7.4% | +1.4% |
| 7D | -2.8% | -5.8% | +3.0% | -2.2% |
| 30D | -0.1% | 0.0% | 0.0% | -0.2% |
| 3M | +20.6% | -4.5% | +25.1% | +20.1% |
| 6M | +15.9% | +40.0% | -24.1% | +8.9% |
| YTD | +8.5% | +54.6% | -46.1% | +0.4% |
| 1Y | +17.8% | +106.1% | -88.3% | +4.5% |
| All | +73.9% | +382.3% | -308.5% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling