+13.3%
FN vs SCHG
+13.2%
+0.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.8% |
| 7D | +5.8% | -0.9% | +6.7% | +7.3% |
| 30D | -20.6% | -2.3% | -18.4% | -17.2% |
| 3M | -28.6% | +4.5% | -33.1% | -34.6% |
| 6M | -20.7% | +13.6% | -34.3% | -38.7% |
| YTD | -8.1% | +7.6% | -15.7% | -19.1% |
| 1Y | +13.3% | +13.0% | +0.3% | -8.9% |
| All | +13.3% | +13.2% | +0.1% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling