+59.5%
SCHW vs FDS
-29.0%
+88.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -1.9% | -14.0% | +12.1% | +2.3% |
| 30D | -1.6% | -6.2% | +4.6% | -0.1% |
| 3M | +21.3% | +10.2% | +11.1% | +16.8% |
| 6M | +16.5% | +27.4% | -11.0% | +6.0% |
| YTD | +8.4% | -9.3% | +17.7% | +10.3% |
| 1Y | +15.6% | -28.6% | +44.3% | +29.0% |
| 3Y | +86.8% | -36.8% | +123.7% | +115.8% |
| All | +59.5% | -29.0% | +88.5% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling