+51,567.6%
SCHW vs XEL
+1,928.4%
+49,639.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +21.3% | -2.8% | +24.1% | +22.2% |
| 6M | +16.5% | -5.4% | +21.9% | +17.9% |
| YTD | +8.4% | +3.8% | +4.7% | +6.0% |
| 1Y | +15.6% | +6.8% | +8.8% | +11.6% |
| 3Y | +86.8% | +45.6% | +41.3% | +59.2% |
| 5Y | +60.5% | +30.7% | +29.8% | +40.6% |
| 10Y | +297.7% | +151.7% | +146.0% | +166.3% |
| All | +51,567.6% | +1,928.4% | +49,639.2% | +12,990.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling