+62.5%
SCHD vs FGI
-70.0%
+132.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | +7.9% | -3.2% | +11.1% | +7.9% |
| 3M | +6.0% | +64.1% | -58.1% | +5.1% |
| 6M | +14.5% | +17.2% | -2.6% | +13.8% |
| YTD | +33.2% | +31.6% | +1.6% | +31.6% |
| 1Y | +38.1% | +45.1% | -7.0% | +36.1% |
| 3Y | +73.5% | -2.0% | +75.5% | +70.6% |
| All | +62.5% | -70.0% | +132.5% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling