+295.5%
FN vs SCHG
+83.3%
+212.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.1% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | -26.0% | -1.5% | -24.5% | -24.7% |
| 3M | -33.3% | +4.4% | -37.7% | -36.4% |
| 6M | -14.9% | +15.7% | -30.7% | -27.6% |
| YTD | -8.6% | +8.3% | -16.9% | -15.6% |
| 1Y | +12.3% | +14.2% | -1.9% | -1.1% |
| 3Y | +174.4% | +88.3% | +86.1% | +59.5% |
| All | +295.5% | +83.3% | +212.3% | +126.5% |
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