+274.6%
FTI vs SCHG
+1,121.7%
-847.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.5% |
| 7D | -5.6% | -2.7% | -2.9% | -3.1% |
| 30D | +0.4% | -2.2% | +2.6% | +2.5% |
| 3M | +8.1% | +6.2% | +2.0% | +1.2% |
| 6M | +16.7% | +13.4% | +3.3% | +1.7% |
| YTD | +70.0% | +7.1% | +62.9% | +56.3% |
| 1Y | +85.4% | +12.5% | +72.9% | +61.3% |
| 3Y | +265.9% | +86.2% | +179.8% | +88.9% |
| 5Y | +1,072.7% | +83.9% | +988.8% | +483.9% |
| 10Y | +298.9% | +451.3% | -152.4% | -53.1% |
| All | +274.6% | +1,121.7% | -847.1% | -85.3% |
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