+447.8%
SCHG vs FDS
+64.8%
+383.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -1.0% | -14.0% | +13.0% | +4.6% |
| 30D | -1.3% | -6.2% | +5.0% | +0.8% |
| 3M | +5.4% | +10.2% | -4.7% | -0.2% |
| 6M | +14.4% | +27.4% | -13.0% | -0.1% |
| YTD | +8.0% | -9.3% | +17.3% | +8.7% |
| 1Y | +12.7% | -28.6% | +41.4% | +25.8% |
| 3Y | +85.6% | -36.8% | +122.4% | +116.1% |
| 5Y | +85.5% | -28.6% | +114.1% | +100.8% |
| All | +447.8% | +64.8% | +383.0% | +303.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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