+85.6%
SCHG vs FLR
+54.2%
+31.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.6% |
| 7D | -1.0% | -3.5% | +2.4% | -0.4% |
| 30D | -1.3% | +4.2% | -5.4% | -2.2% |
| 3M | +5.4% | +8.1% | -2.6% | +3.0% |
| 6M | +14.4% | +21.5% | -7.1% | +7.9% |
| YTD | +8.0% | +36.8% | -28.7% | -1.1% |
| 1Y | +12.7% | +31.2% | -18.5% | +3.7% |
| 3Y | +85.6% | +53.9% | +31.7% | +54.5% |
| All | +85.6% | +54.2% | +31.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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