+86.8%
SCHW vs XEL
+46.5%
+40.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -1.6% | -3.9% | +2.3% | -1.3% |
| 3M | +21.3% | -2.8% | +24.1% | +21.4% |
| 6M | +16.5% | -5.4% | +21.9% | +16.9% |
| YTD | +8.4% | +3.8% | +4.7% | +7.1% |
| 1Y | +15.6% | +6.8% | +8.8% | +13.3% |
| 3Y | +86.8% | +45.6% | +41.3% | +74.4% |
| All | +86.8% | +46.5% | +40.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling