+51,384.5%
SCHW vs FDX
+4,120.9%
+47,263.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -0.9% |
| 7D | -1.3% | -3.3% | +2.0% | +0.4% |
| 30D | -0.4% | -1.4% | +1.0% | +0.2% |
| 3M | +21.7% | -4.5% | +26.2% | +23.4% |
| 6M | +13.0% | +9.4% | +3.5% | +5.4% |
| YTD | +8.0% | +36.0% | -28.0% | -10.4% |
| 1Y | +15.8% | +75.5% | -59.7% | -16.3% |
| 3Y | +87.7% | +62.8% | +24.9% | +32.6% |
| 5Y | +59.7% | +64.4% | -4.7% | +6.5% |
| 10Y | +292.9% | +175.5% | +117.4% | +81.6% |
| All | +51,384.5% | +4,120.9% | +47,263.6% | +6,555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling