+112.2%
FE vs SCHG
+1,135.4%
-1,023.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | -2.1% | -1.5% | -0.7% | -1.6% |
| 3M | +2.6% | +4.4% | -1.8% | +0.6% |
| 6M | -6.8% | +15.7% | -22.5% | -12.7% |
| YTD | +6.9% | +8.3% | -1.4% | +2.7% |
| 1Y | +11.6% | +14.2% | -2.7% | +4.5% |
| 3Y | +47.7% | +88.3% | -40.6% | +6.4% |
| 5Y | +46.2% | +83.5% | -37.2% | +3.9% |
| 10Y | +109.2% | +444.2% | -335.0% | -20.4% |
| All | +112.2% | +1,135.4% | -1,023.2% | -49.2% |
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