+629.5%
FICO vs SCHG
+454.2%
+175.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | -14.1% | -2.7% | -11.4% | -11.5% |
| 30D | -7.5% | -2.2% | -5.3% | -5.0% |
| 3M | -21.3% | +6.2% | -27.4% | -26.7% |
| 6M | -25.2% | +13.4% | -38.6% | -35.4% |
| YTD | -43.2% | +7.1% | -50.3% | -47.7% |
| 1Y | -37.2% | +12.5% | -49.7% | -45.6% |
| 3Y | +6.8% | +86.2% | -79.4% | -48.6% |
| 5Y | +112.8% | +83.9% | +28.9% | +1.5% |
| All | +629.5% | +454.2% | +175.3% | -11.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling