+64.2%
SCHD vs FGI
-68.3%
+132.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.3% | +0.5% |
| 7D | -0.5% | +6.9% | -7.4% | -0.6% |
| 30D | +8.3% | +3.9% | +4.4% | +8.3% |
| 3M | +5.9% | +74.3% | -68.3% | +5.0% |
| 6M | +15.3% | +28.9% | -13.7% | +14.4% |
| YTD | +34.5% | +39.1% | -4.6% | +32.9% |
| 1Y | +37.2% | +49.3% | -12.2% | +35.1% |
| 3Y | +73.6% | +5.7% | +67.9% | +70.5% |
| All | +64.2% | -68.3% | +132.5% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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