+80.3%
SCHG vs FGI
+12.3%
+68.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -0.3% |
| 7D | +4.6% | +13.5% | -8.9% | +4.5% |
| 30D | -6.2% | +17.1% | -23.3% | -6.3% |
| 3M | -3.5% | +78.0% | -81.5% | -4.2% |
| 6M | +0.9% | +46.4% | -45.5% | +0.3% |
| YTD | +5.6% | +47.7% | -42.2% | +4.5% |
| 1Y | +4.4% | +56.8% | -52.4% | +3.4% |
| All | +80.3% | +12.3% | +68.1% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling