+489.2%
FDX vs SCHG
+1,094.5%
-605.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.2% |
| 7D | +5.2% | +2.7% | +2.4% | +2.8% |
| 30D | +11.3% | -5.2% | +16.5% | +16.1% |
| 3M | -4.1% | -5.2% | +1.1% | -0.2% |
| 6M | +9.6% | -0.6% | +10.2% | +9.3% |
| YTD | +40.9% | +4.7% | +36.2% | +33.5% |
| 1Y | +53.0% | +6.0% | +47.0% | +43.2% |
| 3Y | +74.1% | +78.9% | -4.8% | -1.6% |
| 5Y | +75.1% | +69.9% | +5.2% | +1.5% |
| 10Y | +156.9% | +433.0% | -276.0% | -56.5% |
| All | +489.2% | +1,094.5% | -605.3% | -60.0% |
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