-38.3%
FICO vs SCHG
+13.0%
-51.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | +5.7% | -1.0% | +6.7% | +6.2% |
| 30D | -5.6% | -1.3% | -4.4% | -5.0% |
| 3M | -16.9% | +5.4% | -22.3% | -18.5% |
| 6M | -15.4% | +14.4% | -29.8% | -21.0% |
| YTD | -41.7% | +8.0% | -49.7% | -43.9% |
| 1Y | -38.3% | +12.7% | -51.0% | -36.2% |
| All | -38.3% | +13.0% | -51.3% | -36.2% |
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