+2,166.4%
FIX vs SCHG
+82.0%
+2,084.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.3% |
| 7D | +3.5% | -0.9% | +4.4% | +4.4% |
| 30D | -3.5% | -2.3% | -1.2% | -1.3% |
| 3M | -11.8% | +4.5% | -16.3% | -15.7% |
| 6M | +17.8% | +13.6% | +4.2% | +3.5% |
| YTD | +73.3% | +7.6% | +65.7% | +61.2% |
| 1Y | +128.1% | +13.0% | +115.1% | +104.0% |
| 3Y | +772.7% | +87.0% | +685.7% | +437.9% |
| 5Y | +2,166.4% | +82.9% | +2,083.6% | +1,311.6% |
| All | +2,166.4% | +82.0% | +2,084.4% | +1,311.6% |
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 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