+295.8%
FTI vs SCHG
+459.0%
-163.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -4.4% | -1.0% | -3.3% | -3.6% |
| 30D | +1.5% | -1.3% | +2.7% | +2.5% |
| 3M | +8.2% | +5.4% | +2.8% | +3.0% |
| 6M | +18.8% | +14.4% | +4.4% | +5.2% |
| YTD | +71.7% | +8.0% | +63.6% | +59.1% |
| 1Y | +90.0% | +12.7% | +77.3% | +69.2% |
| 3Y | +270.5% | +85.6% | +184.9% | +115.7% |
| 5Y | +1,084.5% | +85.5% | +999.0% | +573.2% |
| All | +295.8% | +459.0% | -163.2% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling