-25.6%
FIS vs SCHG
+84.7%
-110.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -8.9% | -2.7% | -6.2% | -7.9% |
| 30D | -9.9% | -2.2% | -7.7% | -9.1% |
| 3M | 0.0% | +6.2% | -6.2% | -2.4% |
| 6M | -22.9% | +13.4% | -36.3% | -26.7% |
| YTD | -40.9% | +7.1% | -48.0% | -42.5% |
| 1Y | -40.4% | +12.5% | -53.0% | -43.3% |
| All | -25.6% | +84.7% | -110.3% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling