+1,112.5%
SCHG vs FLR
+38.3%
+1,074.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -2.7% | -6.9% | +4.1% | -1.5% |
| 30D | -2.2% | +1.1% | -3.3% | -2.5% |
| 3M | +6.2% | +14.3% | -8.2% | +2.9% |
| 6M | +13.4% | +19.1% | -5.7% | +8.4% |
| YTD | +7.1% | +35.1% | -28.0% | -0.1% |
| 1Y | +12.5% | +29.5% | -17.0% | +5.4% |
| 3Y | +86.2% | +53.0% | +33.2% | +64.4% |
| 5Y | +83.9% | +238.9% | -155.0% | +38.4% |
| 10Y | +451.3% | +17.4% | +433.9% | +377.0% |
| All | +1,112.5% | +38.3% | +1,074.2% | +796.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling