+83.9%
SCHG vs FDS
-28.1%
+112.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | +1.2% |
| 7D | -2.7% | -16.0% | +13.3% | +2.0% |
| 30D | -2.2% | -6.7% | +4.5% | -0.6% |
| 3M | +6.2% | +6.0% | +0.2% | +3.2% |
| 6M | +13.4% | +25.1% | -11.7% | +2.9% |
| YTD | +7.1% | -8.1% | +15.2% | +9.1% |
| 1Y | +12.5% | -26.0% | +38.5% | +25.7% |
| 3Y | +86.2% | -36.4% | +122.6% | +119.2% |
| 5Y | +83.9% | -27.7% | +111.7% | +122.2% |
| All | +83.9% | -28.1% | +112.1% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling