-51.7%
FIG vs SCHG
+5.5%
-57.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +4.0% | +3.7% |
| 7D | -4.7% | -2.5% | -2.1% | -1.5% |
| 30D | +0.5% | -5.4% | +6.0% | +7.9% |
| 3M | -18.4% | -2.2% | -16.2% | -16.4% |
| 6M | +10.9% | +5.2% | +5.7% | +2.3% |
| YTD | -40.8% | +6.8% | -47.6% | -44.9% |
| 1Y | -51.7% | +5.9% | -57.6% | -54.3% |
| All | -51.7% | +5.5% | -57.2% | -54.3% |
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