+110.5%
FE vs SCHG
+454.2%
-343.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.7% | -2.7% | +1.1% | -0.7% |
| 30D | -1.3% | -2.2% | +1.0% | -0.5% |
| 3M | +0.6% | +6.2% | -5.6% | -1.8% |
| 6M | -6.8% | +13.4% | -20.2% | -11.6% |
| YTD | +6.4% | +7.1% | -0.7% | +3.1% |
| 1Y | +11.3% | +12.5% | -1.3% | +5.5% |
| 3Y | +47.1% | +86.2% | -39.1% | +8.1% |
| 5Y | +50.4% | +83.9% | -33.5% | +8.6% |
| All | +110.5% | +454.2% | -343.7% | -18.9% |
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