+888.4%
FN vs SCHG
+454.2%
+434.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.0% |
| 7D | +2.3% | -2.7% | +5.0% | +5.3% |
| 30D | -23.2% | -2.2% | -21.0% | -21.3% |
| 3M | -30.4% | +6.2% | -36.5% | -34.6% |
| 6M | -25.6% | +13.4% | -39.0% | -34.4% |
| YTD | -11.3% | +7.1% | -18.4% | -16.4% |
| 1Y | +8.4% | +12.5% | -4.1% | -1.8% |
| 3Y | +166.2% | +86.2% | +80.1% | +56.4% |
| 5Y | +290.3% | +83.9% | +206.4% | +128.4% |
| All | +888.4% | +454.2% | +434.1% | +49.2% |
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