+294.9%
SCHW vs FLEX
+1,128.1%
-833.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | -1.9% |
| 7D | -1.9% | +5.7% | -7.6% | -3.4% |
| 30D | -1.6% | -7.0% | +5.4% | -0.2% |
| 3M | +21.3% | -23.8% | +45.1% | +27.4% |
| 6M | +16.5% | +82.6% | -66.2% | -10.4% |
| YTD | +8.4% | +91.6% | -83.2% | -18.7% |
| 1Y | +15.6% | +100.6% | -84.9% | -15.5% |
| 3Y | +86.8% | +479.8% | -392.9% | -11.3% |
| 5Y | +60.5% | +746.5% | -686.0% | -34.6% |
| All | +294.9% | +1,128.1% | -833.2% | +22.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling