+446.9%
SCHW vs FLR
+571.1%
-124.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.5% |
| 7D | -2.8% | -6.9% | +4.1% | -0.6% |
| 30D | -0.1% | +1.1% | -1.2% | -0.7% |
| 3M | +20.6% | +14.3% | +6.3% | +13.5% |
| 6M | +15.9% | +19.1% | -3.2% | +6.2% |
| YTD | +8.5% | +35.1% | -26.6% | -5.1% |
| 1Y | +17.8% | +29.5% | -11.6% | +3.7% |
| 3Y | +88.5% | +53.0% | +35.5% | +46.8% |
| 5Y | +60.6% | +238.9% | -178.3% | -8.9% |
| 10Y | +298.0% | +17.4% | +280.6% | +158.0% |
| All | +446.9% | +571.1% | -124.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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