-65.0%
FIS vs SCHG
+84.3%
-149.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -7.9% | -1.0% | -6.9% | -7.3% |
| 30D | -8.0% | -1.3% | -6.7% | -7.2% |
| 3M | +0.6% | +5.4% | -4.8% | -2.6% |
| 6M | -22.2% | +14.4% | -36.6% | -28.5% |
| YTD | -40.8% | +8.0% | -48.8% | -43.6% |
| 1Y | -41.5% | +12.7% | -54.2% | -45.9% |
| 3Y | -25.5% | +85.6% | -111.1% | -52.2% |
| All | -65.0% | +84.3% | -149.3% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling