+1,052.1%
FIX vs SCHG
+72.8%
+979.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.5% |
| 7D | +17.0% | +4.6% | +12.4% | +11.8% |
| 30D | -30.6% | -6.2% | -24.4% | -25.0% |
| 3M | -35.0% | -3.5% | -31.5% | -31.9% |
| 6M | -44.0% | +0.9% | -44.9% | -43.9% |
| YTD | +21.1% | +5.6% | +15.6% | +16.1% |
| 1Y | +16.3% | +4.4% | +11.8% | +13.2% |
| 3Y | +507.4% | +80.1% | +427.3% | +290.7% |
| 5Y | +1,052.1% | +71.3% | +980.8% | +657.8% |
| All | +1,052.1% | +72.8% | +979.2% | +657.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling