+116.8%
FE vs SCHG
+1,094.5%
-977.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +1.2% | +2.7% | -1.5% | +0.1% |
| 30D | +4.5% | -5.2% | +9.7% | +6.5% |
| 3M | +1.3% | -5.2% | +6.5% | +3.2% |
| 6M | +8.7% | -0.6% | +9.2% | +8.2% |
| YTD | +9.2% | +4.7% | +4.5% | +6.1% |
| 1Y | +7.0% | +6.0% | +0.9% | +3.3% |
| 3Y | +51.4% | +78.9% | -27.5% | +11.4% |
| 5Y | +47.7% | +69.9% | -22.2% | +8.9% |
| 10Y | +125.0% | +433.0% | -308.0% | -14.0% |
| All | +116.8% | +1,094.5% | -977.7% | -47.5% |
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