+383.8%
SCHG vs FND
+56.5%
+327.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.0% | -5.8% | +4.7% | +0.4% |
| 30D | -1.3% | -20.2% | +18.9% | +4.1% |
| 3M | +5.4% | -12.0% | +17.4% | +7.9% |
| 6M | +14.4% | -18.5% | +32.9% | +18.3% |
| YTD | +8.0% | -22.3% | +30.3% | +12.3% |
| 1Y | +12.7% | -47.6% | +60.4% | +28.9% |
| 3Y | +85.6% | -49.8% | +135.4% | +105.0% |
| 5Y | +85.5% | -63.0% | +148.5% | +111.2% |
| All | +383.8% | +56.5% | +327.3% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling