+6,182.4%
FIX vs SCHG
+454.2%
+5,728.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | +0.7% | -2.7% | +3.4% | +3.4% |
| 30D | -5.7% | -2.2% | -3.5% | -3.7% |
| 3M | -7.4% | +6.2% | -13.6% | -12.8% |
| 6M | +15.1% | +13.4% | +1.7% | +2.1% |
| YTD | +70.7% | +7.1% | +63.6% | +60.3% |
| 1Y | +111.9% | +12.5% | +99.4% | +91.7% |
| 3Y | +759.5% | +86.2% | +673.3% | +417.9% |
| 5Y | +2,164.4% | +83.9% | +2,080.4% | +1,256.8% |
| All | +6,182.4% | +454.2% | +5,728.1% | +1,160.6% |
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 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