+111.1%
FAST vs SCHG
+72.9%
+38.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | +4.3% | -0.9% | +5.1% | +4.6% |
| 30D | +8.3% | -5.9% | +14.2% | +11.5% |
| 3M | +6.5% | -3.4% | +9.8% | +8.0% |
| 6M | +29.5% | +1.1% | +28.5% | +28.1% |
| YTD | +41.3% | +5.9% | +35.4% | +36.0% |
| 1Y | +37.4% | +4.6% | +32.8% | +33.0% |
| 3Y | +98.5% | +80.6% | +17.9% | +37.0% |
| 5Y | +111.1% | +73.9% | +37.2% | +40.3% |
| All | +111.1% | +72.9% | +38.3% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling