+730.0%
FLEX vs SCHG
+84.3%
+645.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.3% |
| 7D | +5.7% | -1.0% | +6.8% | +7.0% |
| 30D | -7.0% | -1.3% | -5.8% | -5.7% |
| 3M | -23.8% | +5.4% | -29.3% | -27.9% |
| 6M | +82.6% | +14.4% | +68.2% | +60.7% |
| YTD | +91.6% | +8.0% | +83.6% | +79.0% |
| 1Y | +100.6% | +12.7% | +87.8% | +80.6% |
| 3Y | +479.8% | +85.6% | +394.2% | +237.0% |
| All | +730.0% | +84.3% | +645.7% | +356.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling