+1,333.0%
FAST vs SCHG
+1,135.4%
+197.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | +0.2% |
| 7D | +1.3% | -0.1% | +1.3% | +1.3% |
| 30D | -4.7% | -1.5% | -3.3% | -3.7% |
| 3M | +7.9% | +4.4% | +3.5% | +4.1% |
| 6M | +7.4% | +15.7% | -8.3% | -4.8% |
| YTD | +25.1% | +8.3% | +16.8% | +16.5% |
| 1Y | +4.7% | +14.2% | -9.5% | -7.1% |
| 3Y | +94.7% | +88.3% | +6.4% | +10.6% |
| 5Y | +106.8% | +83.5% | +23.3% | +16.7% |
| 10Y | +507.7% | +444.2% | +63.5% | +12.4% |
| All | +1,333.0% | +1,135.4% | +197.6% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling