Schoenfeld function for a three-person binary risk set ($s(\beta )=2/(2+e^{\beta })\text{ for a one-covariate event}$)

If the risk set has two subjects with covariate zero and one with covariate one, its hazard-weighted mean is $e^{\beta }/(2+e^{\beta })$. A zero-covariate event has Schoenfeld function $-e^{\beta }/(2+e^{\beta })$, while a one-covariate event has function $2/(2+e^{\beta })$. At the true coefficient their probabilities are $2/(2+e^{\beta })$ and $e^{\beta }/(2+e^{\beta })$, so the conditional expected function is zero.