+11.4%
FPS vs SCHG
+14.9%
-3.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +4.8% |
| 7D | +10.4% | -0.1% | +10.4% | +10.4% |
| 30D | -16.5% | -1.5% | -15.1% | -14.0% |
| 3M | -45.5% | +4.4% | -49.9% | -50.2% |
| 6M | +2.1% | +15.7% | -13.6% | -18.0% |
| All | +11.4% | +14.9% | -3.5% | -10.7% |
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