-80.8%
FIG vs SCHG
+13.9%
-94.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | -12.2% | -2.7% | -9.5% | -8.5% |
| 30D | -11.0% | -2.2% | -8.8% | -7.8% |
| 3M | +11.9% | +6.2% | +5.7% | +2.7% |
| 6M | -21.9% | +13.4% | -35.3% | -34.3% |
| YTD | -40.8% | +7.1% | -47.9% | -45.3% |
| 1Y | -56.6% | +12.5% | -69.2% | -60.4% |
| All | -80.8% | +13.9% | -94.7% | -82.1% |
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