+0.8%
SCHW vs FE
+6.1%
-5.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.2% | +1.7% | +3.5% | +5.4% |
| 30D | -4.7% | +8.1% | -12.8% | -3.6% |
| 3M | -11.9% | -1.3% | -10.6% | -12.4% |
| 6M | +2.7% | +2.9% | -0.2% | +3.1% |
| YTD | -5.6% | +8.6% | -14.2% | -4.2% |
| 1Y | +0.8% | +6.3% | -5.6% | +2.3% |
| All | +0.8% | +6.1% | -5.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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