+294.9%
SCHW vs FE
+114.2%
+180.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -1.4% | -0.5% | -1.5% |
| 30D | -1.6% | -1.9% | +0.2% | -1.1% |
| 3M | +21.3% | -0.2% | +21.4% | +21.1% |
| 6M | +16.5% | -7.1% | +23.6% | +18.7% |
| YTD | +8.4% | +6.1% | +2.3% | +5.8% |
| 1Y | +15.6% | +10.1% | +5.5% | +11.4% |
| 3Y | +86.8% | +46.9% | +40.0% | +62.2% |
| 5Y | +60.5% | +50.0% | +10.5% | +37.8% |
| All | +294.9% | +114.2% | +180.7% | +255.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling