+294.9%
SCHW vs XHB
+215.4%
+79.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.9% |
| 7D | -1.9% | -4.6% | +2.8% | +0.5% |
| 30D | -1.6% | -9.1% | +7.5% | +3.3% |
| 3M | +21.3% | -8.6% | +29.8% | +25.9% |
| 6M | +16.5% | -4.0% | +20.5% | +16.6% |
| YTD | +8.4% | -3.9% | +12.4% | +7.6% |
| 1Y | +15.6% | -16.5% | +32.1% | +23.7% |
| 3Y | +86.8% | +22.6% | +64.3% | +50.9% |
| 5Y | +60.5% | +33.9% | +26.6% | +19.9% |
| All | +294.9% | +215.4% | +79.5% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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