+238.6%
SCHD vs FANG
+182.5%
+56.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.0% | +2.9% | -4.8% | -2.4% |
| 30D | -0.4% | +2.6% | -3.0% | -0.9% |
| 3M | +5.7% | +7.6% | -1.8% | +4.2% |
| 6M | +11.9% | +17.3% | -5.4% | +8.3% |
| YTD | +26.4% | +38.7% | -12.2% | +18.9% |
| 1Y | +27.6% | +51.6% | -24.0% | +18.0% |
| 3Y | +54.9% | +50.0% | +5.0% | +41.6% |
| 5Y | +60.9% | +237.6% | -176.6% | +26.5% |
| All | +238.6% | +182.5% | +56.2% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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