+65.0%
FDX vs SCHG
+5.5%
+59.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.2% |
| 7D | +8.1% | -2.5% | +10.7% | +9.0% |
| 30D | +13.9% | -5.4% | +19.4% | +16.0% |
| 3M | +5.5% | -2.2% | +7.7% | +6.1% |
| 6M | +15.1% | +5.2% | +10.0% | +12.8% |
| YTD | +43.2% | +6.8% | +36.4% | +35.9% |
| 1Y | +65.0% | +5.9% | +59.1% | +56.4% |
| All | +65.0% | +5.5% | +59.5% | +56.4% |
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