+295.2%
SCHW vs FDX
+182.3%
+112.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -2.8% | -3.9% | +1.1% | -1.2% |
| 30D | -0.1% | -3.3% | +3.2% | +1.2% |
| 3M | +20.6% | -2.0% | +22.5% | +20.7% |
| 6M | +15.9% | +8.0% | +7.9% | +10.3% |
| YTD | +8.5% | +35.0% | -26.5% | -6.5% |
| 1Y | +17.8% | +73.7% | -55.8% | -9.2% |
| 3Y | +88.5% | +61.6% | +26.9% | +42.1% |
| 5Y | +60.6% | +65.4% | -4.8% | +15.3% |
| All | +295.2% | +182.3% | +112.9% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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