+33.5%
SCHD vs FIG
-72.7%
+106.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | +0.4% |
| 7D | -2.0% | -3.8% | +1.9% | -1.9% |
| 30D | -0.4% | -2.3% | +1.9% | -0.4% |
| 3M | +5.7% | +20.0% | -14.2% | +5.7% |
| 6M | +11.9% | -16.7% | +28.5% | +11.8% |
| YTD | +26.4% | -37.9% | +64.4% | +26.4% |
| 1Y | +27.6% | -58.5% | +86.2% | +27.7% |
| All | +33.5% | -72.7% | +106.2% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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