+59.5%
SCHW vs FDX
+64.3%
-4.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -3.3% | +1.4% | -1.0% |
| 30D | -1.6% | -4.5% | +2.9% | -0.5% |
| 3M | +21.3% | -7.3% | +28.6% | +23.4% |
| 6M | +16.5% | +7.5% | +8.9% | +12.8% |
| YTD | +8.4% | +35.1% | -26.7% | -2.3% |
| 1Y | +15.6% | +71.4% | -55.8% | -3.4% |
| 3Y | +86.8% | +60.8% | +26.0% | +52.9% |
| All | +59.5% | +64.3% | -4.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling