+284.0%
FITB vs SCHG
+459.0%
-175.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.2% |
| 7D | -0.3% | -1.0% | +0.8% | +0.6% |
| 30D | -5.7% | -1.3% | -4.4% | -4.7% |
| 3M | +3.2% | +5.4% | -2.3% | -1.7% |
| 6M | +23.4% | +14.4% | +9.0% | +9.4% |
| YTD | +18.8% | +8.0% | +10.8% | +10.3% |
| 1Y | +25.0% | +12.7% | +12.2% | +11.6% |
| 3Y | +131.2% | +85.6% | +45.6% | +29.6% |
| 5Y | +70.7% | +85.5% | -14.8% | -6.5% |
| All | +284.0% | +459.0% | -175.0% | -37.4% |
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