+4.4%
FAST vs SCHG
+11.9%
-7.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -0.4% | -2.7% | +2.3% | +0.1% |
| 30D | -6.4% | -2.2% | -4.2% | -6.0% |
| 3M | +7.1% | +6.2% | +0.9% | +5.9% |
| 6M | +7.0% | +13.4% | -6.4% | +3.3% |
| YTD | +24.1% | +7.1% | +17.0% | +20.0% |
| 1Y | +4.4% | +12.5% | -8.1% | +3.4% |
| All | +4.4% | +11.9% | -7.5% | +3.4% |
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