+15.7%
SCHW vs FLUT
-65.9%
+81.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -2.8% | -3.6% | +0.8% | -2.1% |
| 30D | -0.1% | -0.3% | +0.3% | -0.1% |
| 3M | +20.6% | -12.6% | +33.2% | +23.4% |
| 6M | +15.9% | -8.0% | +23.9% | +17.0% |
| YTD | +8.5% | -54.1% | +62.6% | +26.7% |
| All | +15.7% | -65.9% | +81.6% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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