+122.9%
FIX vs SCHG
+16.6%
+106.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +3.3% |
| 7D | +6.0% | -0.7% | +6.7% | +7.1% |
| 30D | -7.2% | +0.2% | -7.5% | -7.9% |
| 3M | -15.9% | +2.2% | -18.1% | -19.1% |
| 6M | +12.7% | +15.0% | -2.3% | -12.5% |
| YTD | +72.8% | +9.2% | +63.6% | +48.1% |
| 1Y | +122.9% | +15.7% | +107.2% | +66.0% |
| All | +122.9% | +16.6% | +106.3% | +66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling