+237.8%
SCHD vs FICO
+607.5%
-369.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.1% | -15.4% | +14.3% | +1.9% |
| 30D | +1.5% | -10.4% | +11.9% | +3.2% |
| 3M | +7.4% | -22.7% | +30.1% | +11.8% |
| 6M | +12.4% | -36.8% | +49.1% | +20.8% |
| YTD | +27.5% | -44.8% | +72.3% | +40.8% |
| 1Y | +30.0% | -39.3% | +69.3% | +39.0% |
| 3Y | +56.5% | +3.7% | +52.8% | +39.2% |
| 5Y | +60.7% | +101.7% | -41.1% | +14.2% |
| 10Y | +237.8% | +602.8% | -365.0% | +53.9% |
| All | +237.8% | +607.5% | -369.8% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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