+65.4%
FDX vs SCHG
+81.2%
-15.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.1% |
| 7D | -3.9% | -2.7% | -1.1% | -2.1% |
| 30D | -3.3% | -2.2% | -1.1% | -1.9% |
| 3M | -2.0% | +6.2% | -8.1% | -5.7% |
| 6M | +8.0% | +13.4% | -5.3% | -0.5% |
| YTD | +35.0% | +7.1% | +27.9% | +28.7% |
| 1Y | +73.7% | +12.5% | +61.2% | +59.9% |
| 3Y | +61.6% | +86.2% | -24.6% | +4.5% |
| 5Y | +65.4% | +83.9% | -18.6% | +0.6% |
| All | +65.4% | +81.2% | -15.8% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling