+100.2%
SCHG vs FGI
-66.3%
+166.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -0.4% |
| 7D | +4.6% | +13.5% | -8.9% | +4.4% |
| 30D | -6.2% | +17.1% | -23.3% | -6.4% |
| 3M | -3.5% | +78.0% | -81.5% | -5.1% |
| 6M | +0.9% | +46.4% | -45.5% | -0.6% |
| YTD | +5.6% | +47.7% | -42.2% | +3.0% |
| 1Y | +4.4% | +56.8% | -52.4% | +1.5% |
| 3Y | +80.1% | +12.3% | +67.9% | +74.1% |
| All | +100.2% | -66.3% | +166.5% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling