+1,301.2%
FERG vs SCHG
+1,110.2%
+191.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.0% | -2.7% | +1.7% | -0.1% |
| 30D | -11.8% | -2.2% | -9.6% | -11.2% |
| 3M | -1.2% | +6.2% | -7.4% | -3.1% |
| 6M | -2.3% | +13.4% | -15.7% | -6.2% |
| YTD | +0.8% | +7.1% | -6.3% | -1.5% |
| 1Y | +0.5% | +12.5% | -12.0% | -3.2% |
| 3Y | +51.4% | +86.2% | -34.8% | +26.4% |
| 5Y | +67.5% | +83.9% | -16.4% | +37.0% |
| 10Y | +348.1% | +451.3% | -103.1% | +232.8% |
| All | +1,301.2% | +1,110.2% | +191.0% | +948.3% |
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 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