-51.1%
FIS vs SCHG
+5.5%
-56.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.3% | -24.9% | -23.9% |
| 7D | -18.4% | -2.5% | -15.9% | -17.8% |
| 30D | -11.4% | -5.4% | -5.9% | -9.6% |
| 3M | -32.0% | -2.2% | -29.8% | -31.7% |
| 6M | -35.6% | +5.2% | -40.8% | -37.6% |
| YTD | -53.8% | +6.8% | -60.6% | -54.6% |
| 1Y | -51.1% | +5.9% | -57.0% | -51.8% |
| All | -51.1% | +5.5% | -56.6% | -51.8% |
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