+1,509.7%
FAST vs SCHG
+1,094.5%
+415.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | 0.0% |
| 7D | +4.2% | +2.7% | +1.4% | +2.0% |
| 30D | +6.7% | -5.2% | +11.9% | +10.7% |
| 3M | +8.0% | -5.2% | +13.2% | +11.9% |
| 6M | +27.4% | -0.6% | +28.0% | +26.8% |
| YTD | +40.5% | +4.7% | +35.8% | +33.6% |
| 1Y | +38.4% | +6.0% | +32.3% | +30.1% |
| 3Y | +98.7% | +78.9% | +19.8% | +17.3% |
| 5Y | +106.7% | +69.9% | +36.8% | +24.1% |
| 10Y | +545.1% | +433.0% | +112.1% | +20.0% |
| All | +1,509.7% | +1,094.5% | +415.2% | +24.9% |
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