+221.5%
FLUT vs SCHG
+1,127.0%
-905.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | +5.4% | -2.3% | +7.7% | +6.2% |
| 3M | -10.8% | +4.5% | -15.3% | -12.2% |
| 6M | -9.2% | +13.6% | -22.8% | -13.3% |
| YTD | -53.8% | +7.6% | -61.4% | -55.0% |
| 1Y | -66.0% | +13.0% | -79.0% | -67.4% |
| 3Y | -44.7% | +87.0% | -131.6% | -54.1% |
| 5Y | -50.6% | +82.9% | -133.4% | -59.9% |
| 10Y | -10.4% | +453.6% | -464.1% | -30.0% |
| All | +221.5% | +1,127.0% | -905.5% | +133.8% |
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 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