+646.6%
FICO vs SCHG
+456.6%
+190.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +6.1% |
| 7D | -10.6% | -0.9% | -9.7% | -9.6% |
| 30D | -6.3% | -2.3% | -4.1% | -3.8% |
| 3M | -19.7% | +4.5% | -24.3% | -24.0% |
| 6M | -31.8% | +13.6% | -45.3% | -41.1% |
| YTD | -41.8% | +7.6% | -49.4% | -46.7% |
| 1Y | -36.4% | +13.0% | -49.5% | -45.2% |
| 3Y | +9.3% | +87.0% | -77.7% | -47.6% |
| 5Y | +113.0% | +82.9% | +30.1% | +2.5% |
| All | +646.6% | +456.6% | +190.0% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling