+238.6%
SCHD vs FLEX
+1,128.1%
-889.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.2% | -6.8% | -0.9% |
| 7D | -2.0% | +5.7% | -7.7% | -3.0% |
| 30D | -0.4% | -7.0% | +6.6% | +0.6% |
| 3M | +5.7% | -23.8% | +29.5% | +9.6% |
| 6M | +11.9% | +82.6% | -70.8% | -5.4% |
| YTD | +26.4% | +91.6% | -65.2% | +5.1% |
| 1Y | +27.6% | +100.6% | -72.9% | +4.1% |
| 3Y | +54.9% | +479.8% | -424.8% | -5.5% |
| 5Y | +60.9% | +746.5% | -685.6% | -12.6% |
| All | +238.6% | +1,128.1% | -889.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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