+776.0%
FITB vs SCHG
+1,127.0%
-351.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.1% |
| 7D | -0.4% | -0.9% | +0.5% | +0.5% |
| 30D | -5.1% | -2.3% | -2.9% | -3.1% |
| 3M | +3.5% | +4.5% | -1.0% | -1.4% |
| 6M | +17.2% | +13.6% | +3.7% | +2.5% |
| YTD | +17.6% | +7.6% | +10.1% | +8.2% |
| 1Y | +23.4% | +13.0% | +10.3% | +7.5% |
| 3Y | +129.7% | +87.0% | +42.8% | +15.3% |
| 5Y | +68.4% | +82.9% | -14.4% | -16.6% |
| 10Y | +285.6% | +453.6% | -168.0% | -54.4% |
| All | +776.0% | +1,127.0% | -351.0% | -66.4% |
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 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