-84.3%
FRMI vs SCHG
+12.3%
-96.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +7.0% |
| 7D | +2.4% | -0.7% | +3.1% | +3.8% |
| 30D | -17.3% | +0.2% | -17.5% | -18.2% |
| 3M | -17.2% | +2.2% | -19.4% | -21.2% |
| 6M | -43.4% | +15.0% | -58.4% | -57.2% |
| YTD | -36.0% | +9.2% | -45.2% | -45.7% |
| All | -84.3% | +12.3% | -96.6% | -85.7% |
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 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