+177.2%
FDX vs SCHG
+459.0%
-281.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | -3.3% | -1.0% | -2.2% | -2.5% |
| 30D | -4.5% | -1.3% | -3.3% | -3.6% |
| 3M | -7.3% | +5.4% | -12.8% | -11.4% |
| 6M | +7.5% | +14.4% | -6.9% | -3.7% |
| YTD | +35.1% | +8.0% | +27.1% | +26.3% |
| 1Y | +71.4% | +12.7% | +58.7% | +54.4% |
| 3Y | +60.8% | +85.6% | -24.8% | -6.4% |
| 5Y | +65.5% | +85.5% | -20.0% | -5.7% |
| All | +177.2% | +459.0% | -281.8% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling