+3.7%
FICO vs SCHG
+88.4%
-84.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | -15.4% | -0.1% | -15.4% | -15.3% |
| 30D | -10.4% | -1.5% | -8.9% | -9.2% |
| 3M | -22.7% | +4.4% | -27.1% | -25.4% |
| 6M | -36.8% | +15.7% | -52.5% | -43.9% |
| YTD | -44.8% | +8.3% | -53.1% | -48.2% |
| 1Y | -39.3% | +14.2% | -53.5% | -45.8% |
| 3Y | +3.7% | +88.3% | -84.5% | -41.2% |
| All | +3.7% | +88.4% | -84.7% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling