-83.1%
FRMI vs SCHG
+11.2%
-94.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +0.4% |
| 7D | +7.4% | -1.0% | +8.5% | +9.5% |
| 30D | -27.6% | -1.3% | -26.4% | -26.2% |
| 3M | -20.9% | +5.4% | -26.3% | -30.3% |
| 6M | -36.6% | +14.4% | -51.0% | -51.9% |
| YTD | -31.3% | +8.0% | -39.3% | -40.6% |
| All | -83.1% | +11.2% | -94.3% | -84.3% |
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