+51.1%
FE vs SCHG
+84.3%
-33.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -1.4% | -1.0% | -0.3% | -1.2% |
| 30D | -1.9% | -1.3% | -0.6% | -1.7% |
| 3M | -0.2% | +5.4% | -5.6% | -1.0% |
| 6M | -7.1% | +14.4% | -21.5% | -9.0% |
| YTD | +6.1% | +8.0% | -1.9% | +4.8% |
| 1Y | +10.1% | +12.7% | -2.7% | +7.8% |
| 3Y | +46.9% | +85.6% | -38.8% | +27.0% |
| All | +51.1% | +84.3% | -33.3% | +23.3% |
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