+1,115.5%
FLEX vs SCHG
+459.0%
+656.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.2% |
| 7D | +5.7% | -1.0% | +6.8% | +7.1% |
| 30D | -7.0% | -1.3% | -5.8% | -5.6% |
| 3M | -23.8% | +5.4% | -29.3% | -28.2% |
| 6M | +82.6% | +14.4% | +68.2% | +58.7% |
| YTD | +91.6% | +8.0% | +83.6% | +78.0% |
| 1Y | +100.6% | +12.7% | +87.8% | +78.5% |
| 3Y | +479.8% | +85.6% | +394.2% | +200.4% |
| 5Y | +746.5% | +85.5% | +661.0% | +331.8% |
| All | +1,115.5% | +459.0% | +656.5% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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