+10,241.2%
SCHW vs FLEX
+7,857.5%
+2,383.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.5% |
| 7D | -1.3% | +7.0% | -8.3% | -3.4% |
| 30D | -0.4% | -5.8% | +5.4% | +0.9% |
| 3M | +21.7% | -24.2% | +45.9% | +28.7% |
| 6M | +13.0% | +90.8% | -77.8% | -14.7% |
| YTD | +8.0% | +89.2% | -81.2% | -18.8% |
| 1Y | +15.8% | +104.7% | -88.9% | -16.0% |
| 3Y | +87.7% | +478.1% | -390.4% | -6.9% |
| 5Y | +59.7% | +726.2% | -666.5% | -30.2% |
| 10Y | +292.9% | +1,060.6% | -767.7% | +38.7% |
| All | +10,241.2% | +7,857.5% | +2,383.7% | +2,397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling