+107.1%
SCHG vs FGI
-70.4%
+177.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.7% |
| 30D | +0.2% | +65.4% | -65.2% | -1.2% |
| 3M | +2.2% | +23.5% | -21.3% | +1.0% |
| 6M | +15.0% | +60.5% | -45.5% | +12.1% |
| YTD | +9.2% | +30.0% | -20.8% | +6.8% |
| 1Y | +15.7% | +82.1% | -66.3% | +11.2% |
| 3Y | +87.3% | -4.4% | +91.7% | +81.7% |
| All | +107.1% | -70.4% | +177.4% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling