+81.1%
FDX vs SCHG
+16.6%
+64.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | +3.8% | +0.2% | +3.6% | +3.7% |
| 3M | -1.3% | +2.2% | -3.5% | -2.4% |
| 6M | +5.0% | +15.0% | -10.0% | -1.6% |
| YTD | +39.6% | +9.2% | +30.5% | +33.0% |
| 1Y | +81.1% | +15.7% | +65.4% | +75.4% |
| All | +81.1% | +16.6% | +64.5% | +75.4% |
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