+59.6%
SCHW vs XLB
+32.3%
+27.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.7% |
| 7D | -2.8% | -3.5% | +0.8% | -0.1% |
| 30D | -0.1% | -4.7% | +4.6% | +3.5% |
| 3M | +20.6% | +2.7% | +17.9% | +17.5% |
| 6M | +15.9% | +2.6% | +13.3% | +12.3% |
| YTD | +8.5% | +12.8% | -4.4% | -3.8% |
| 1Y | +17.8% | +14.0% | +3.9% | +3.5% |
| 3Y | +88.5% | +31.5% | +57.1% | +42.2% |
| All | +59.6% | +32.3% | +27.4% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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