+4,262.4%
FICO vs SCHG
+1,145.2%
+3,117.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -15.7% |
| 7D | -19.2% | -0.7% | -18.5% | -18.4% |
| 30D | -14.6% | +0.2% | -14.8% | -14.5% |
| 3M | -20.1% | +2.2% | -22.3% | -22.7% |
| 6M | -36.3% | +15.0% | -51.3% | -46.1% |
| YTD | -44.9% | +9.2% | -54.0% | -50.5% |
| 1Y | -38.6% | +15.7% | -54.4% | -48.8% |
| 3Y | +4.0% | +87.3% | -83.3% | -51.2% |
| 5Y | +99.5% | +84.5% | +15.1% | -7.1% |
| 10Y | +604.7% | +448.7% | +156.0% | -10.9% |
| All | +4,262.4% | +1,145.2% | +3,117.2% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling