+1,112.5%
SCHG vs FFIV
+646.9%
+465.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -2.7% | +1.6% | -4.3% | -3.3% |
| 30D | -2.2% | -3.7% | +1.5% | -1.2% |
| 3M | +6.2% | +2.0% | +4.2% | +5.0% |
| 6M | +13.4% | +39.3% | -25.9% | +0.9% |
| YTD | +7.1% | +56.1% | -49.0% | -8.6% |
| 1Y | +12.5% | +22.0% | -9.5% | +3.4% |
| 3Y | +86.2% | +148.2% | -62.0% | +34.6% |
| 5Y | +83.9% | +96.3% | -12.4% | +41.8% |
| 10Y | +451.3% | +237.6% | +213.7% | +255.5% |
| All | +1,112.5% | +646.9% | +465.6% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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