+3,191.4%
FN vs SCHG
+1,156.5%
+2,035.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | +20.8% | +4.6% | +16.2% | +15.2% |
| 30D | -17.3% | -6.2% | -11.1% | -9.3% |
| 3M | -38.1% | -3.5% | -34.6% | -34.3% |
| 6M | -44.2% | +0.9% | -45.2% | -43.5% |
| YTD | -22.3% | +5.6% | -27.8% | -24.3% |
| 1Y | -20.9% | +4.4% | -25.4% | -21.4% |
| 3Y | +111.1% | +80.1% | +30.9% | +24.0% |
| 5Y | +191.8% | +71.3% | +120.6% | +77.6% |
| 10Y | +767.4% | +437.2% | +330.2% | +30.2% |
| All | +3,191.4% | +1,156.5% | +2,035.0% | +79.0% |
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