+440.9%
FLEX vs SCHG
+84.7%
+356.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.6% |
| 7D | +0.1% | -2.7% | +2.8% | +3.8% |
| 30D | -11.8% | -2.2% | -9.5% | -9.1% |
| 3M | -22.6% | +6.2% | -28.7% | -28.3% |
| 6M | +77.3% | +13.4% | +64.0% | +53.1% |
| YTD | +78.8% | +7.1% | +71.7% | +65.5% |
| 1Y | +86.1% | +12.5% | +73.5% | +63.5% |
| All | +440.9% | +84.7% | +356.2% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling