+34.0%
FANG vs SCHG
+0.2%
+33.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -4.2% |
| 7D | -13.0% | -6.8% | -6.2% | -15.7% |
| 30D | -2.9% | -11.2% | +8.2% | -8.1% |
| 3M | -3.0% | -7.4% | +4.3% | -6.1% |
| 6M | -11.9% | -1.0% | -10.9% | -11.5% |
| YTD | +21.5% | +0.9% | +20.6% | +24.3% |
| 1Y | +34.0% | -0.2% | +34.1% | +38.0% |
| All | +34.0% | +0.2% | +33.8% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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