+1,961.0%
FLEX vs SCHG
+1,135.4%
+825.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +5.3% |
| 7D | +7.0% | -0.1% | +7.0% | +7.0% |
| 30D | -5.8% | -1.5% | -4.3% | -4.2% |
| 3M | -24.2% | +4.4% | -28.6% | -27.8% |
| 6M | +90.8% | +15.7% | +75.1% | +62.6% |
| YTD | +89.2% | +8.3% | +80.9% | +74.6% |
| 1Y | +104.7% | +14.2% | +90.5% | +78.5% |
| 3Y | +478.1% | +88.3% | +389.8% | +184.0% |
| 5Y | +726.2% | +83.5% | +642.7% | +308.4% |
| 10Y | +1,060.6% | +444.2% | +616.4% | +46.7% |
| All | +1,961.0% | +1,135.4% | +825.6% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling