-40.6%
FIS vs SCHG
+459.0%
-499.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -7.9% | -1.0% | -6.9% | -7.2% |
| 30D | -8.0% | -1.3% | -6.7% | -7.1% |
| 3M | +0.6% | +5.4% | -4.8% | -3.5% |
| 6M | -22.2% | +14.4% | -36.6% | -30.0% |
| YTD | -40.8% | +8.0% | -48.8% | -44.3% |
| 1Y | -41.5% | +12.7% | -54.2% | -47.0% |
| 3Y | -25.5% | +85.6% | -111.1% | -56.3% |
| 5Y | -64.8% | +85.5% | -150.3% | -79.8% |
| All | -40.6% | +459.0% | -499.6% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling