-38.6%
FICO vs SCHG
+16.6%
-55.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.3% |
| 7D | -19.2% | -0.7% | -18.5% | -18.9% |
| 30D | -14.6% | +0.2% | -14.8% | -14.5% |
| 3M | -20.1% | +2.2% | -22.3% | -20.1% |
| 6M | -36.3% | +15.0% | -51.3% | -40.7% |
| YTD | -44.9% | +9.2% | -54.0% | -47.2% |
| 1Y | -38.6% | +15.7% | -54.4% | -41.1% |
| All | -38.6% | +16.6% | -55.3% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling