+112.3%
FIS vs SCHG
+1,127.0%
-1,014.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.9% |
| 7D | -9.1% | -0.9% | -8.2% | -8.4% |
| 30D | -10.4% | -2.3% | -8.2% | -8.8% |
| 3M | -3.7% | +4.5% | -8.2% | -7.2% |
| 6M | -24.8% | +13.6% | -38.3% | -32.3% |
| YTD | -41.6% | +7.6% | -49.1% | -45.1% |
| 1Y | -42.7% | +13.0% | -55.8% | -48.5% |
| 3Y | -26.2% | +87.0% | -113.2% | -57.8% |
| 5Y | -66.1% | +82.9% | -149.0% | -80.7% |
| 10Y | -40.9% | +453.6% | -494.5% | -87.7% |
| All | +112.3% | +1,127.0% | -1,014.7% | -76.3% |
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