+541.4%
FICO vs SCHG
+432.0%
+109.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.2% |
| 7D | +2.2% | +2.7% | -0.5% | -0.6% |
| 30D | +0.1% | -5.2% | +5.3% | +4.7% |
| 3M | -35.2% | -5.2% | -30.0% | -32.2% |
| 6M | -32.4% | -0.6% | -31.8% | -33.4% |
| YTD | -57.4% | +4.7% | -62.1% | -60.4% |
| 1Y | -58.5% | +6.0% | -64.6% | -62.0% |
| 3Y | -28.9% | +78.9% | -107.8% | -64.6% |
| 5Y | +91.7% | +69.9% | +21.8% | -0.4% |
| All | +541.4% | +432.0% | +109.4% | -23.0% |
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