+33.4%
SCHD vs FIG
-74.1%
+107.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.9% |
| 7D | -2.6% | -14.5% | +11.8% | -2.6% |
| 30D | -0.3% | -13.3% | +13.0% | -0.3% |
| 3M | +6.1% | +7.4% | -1.3% | +6.1% |
| 6M | +11.7% | -27.8% | +39.5% | +11.6% |
| YTD | +26.3% | -41.1% | +67.4% | +26.4% |
| 1Y | +28.8% | -58.7% | +87.5% | +28.9% |
| All | +33.4% | -74.1% | +107.5% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling