+206.7%
FN vs SCHG
+72.9%
+133.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +3.8% |
| 7D | +8.0% | -0.9% | +8.9% | +10.4% |
| 30D | -19.1% | -5.9% | -13.2% | -11.3% |
| 3M | -29.8% | -3.4% | -26.5% | -25.5% |
| 6M | -43.2% | +1.1% | -44.2% | -42.4% |
| YTD | -18.9% | +5.9% | -24.8% | -21.6% |
| 1Y | -17.9% | +4.6% | -22.5% | -18.8% |
| 3Y | +120.1% | +80.6% | +39.5% | +35.8% |
| 5Y | +206.7% | +73.9% | +132.8% | +85.5% |
| All | +206.7% | +72.9% | +133.8% | +85.5% |
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