+295.2%
SCHW vs FLEX
+1,045.7%
-750.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.9% | +1.8% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -0.1% | -11.8% | +11.7% | +2.8% |
| 3M | +20.6% | -22.6% | +43.1% | +25.8% |
| 6M | +15.9% | +77.3% | -61.4% | -10.4% |
| YTD | +8.5% | +78.8% | -70.3% | -17.1% |
| 1Y | +17.8% | +86.1% | -68.2% | -12.1% |
| 3Y | +88.5% | +446.2% | -357.7% | -9.1% |
| 5Y | +60.6% | +689.7% | -629.1% | -33.3% |
| All | +295.2% | +1,045.7% | -750.5% | +24.5% |
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