+60.6%
SCHW vs FE
+47.9%
+12.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.8% | -1.7% | -1.1% | -2.3% |
| 30D | -0.1% | -1.3% | +1.2% | +0.3% |
| 3M | +20.6% | +0.6% | +20.0% | +20.1% |
| 6M | +15.9% | -6.8% | +22.8% | +18.2% |
| YTD | +8.5% | +6.4% | +2.1% | +5.4% |
| 1Y | +17.8% | +11.3% | +6.6% | +12.4% |
| 3Y | +88.5% | +47.1% | +41.5% | +57.3% |
| 5Y | +60.6% | +50.4% | +10.2% | +27.5% |
| All | +60.6% | +47.9% | +12.7% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling