+1,117.7%
SCHG vs FDS
+409.8%
+707.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.7% |
| 7D | -0.9% | -8.8% | +7.9% | +2.9% |
| 30D | -2.3% | -1.4% | -0.9% | -2.0% |
| 3M | +4.5% | +13.9% | -9.4% | -2.9% |
| 6M | +13.6% | +27.4% | -13.8% | -1.5% |
| YTD | +7.6% | -2.5% | +10.0% | +4.5% |
| 1Y | +13.0% | -23.8% | +36.8% | +22.1% |
| 3Y | +87.0% | -32.5% | +119.5% | +110.9% |
| 5Y | +82.9% | -23.2% | +106.0% | +91.3% |
| 10Y | +453.6% | +76.4% | +377.2% | +266.7% |
| All | +1,117.7% | +409.8% | +707.9% | +310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling