+13.4%
SCHW vs FLEX
+102.8%
-89.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | +1.5% | -10.1% | +11.6% | +1.3% |
| 3M | +24.6% | -31.3% | +55.9% | +24.2% |
| 6M | +14.5% | +71.3% | -56.7% | +7.2% |
| YTD | +10.5% | +81.2% | -70.8% | +2.4% |
| 1Y | +13.4% | +98.5% | -85.1% | +5.1% |
| All | +13.4% | +102.8% | -89.5% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling