+54.2%
SCHD vs FGI
-69.1%
+123.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -2.6% | +14.7% | -17.3% | -2.7% |
| 30D | -0.3% | +67.0% | -67.2% | -1.1% |
| 3M | +6.1% | +31.0% | -24.9% | +5.4% |
| 6M | +11.7% | +126.8% | -115.1% | +9.9% |
| YTD | +26.3% | +35.6% | -9.3% | +24.8% |
| 1Y | +28.8% | +108.9% | -80.2% | +25.7% |
| 3Y | +55.0% | -0.3% | +55.3% | +52.4% |
| All | +54.2% | -69.1% | +123.3% | +53.3% |
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