+704.5%
SCHW vs XLB
+804.1%
-99.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.7% |
| 7D | -1.6% | -2.9% | +1.4% | +1.2% |
| 30D | -1.1% | -3.4% | +2.3% | +2.0% |
| 3M | +20.4% | +1.6% | +18.8% | +17.8% |
| 6M | +13.6% | +3.6% | +10.0% | +8.4% |
| YTD | +7.7% | +14.2% | -6.6% | -6.8% |
| 1Y | +15.2% | +15.6% | -0.4% | -1.6% |
| 3Y | +87.1% | +33.1% | +54.0% | +38.1% |
| 5Y | +57.5% | +35.0% | +22.4% | +14.7% |
| 10Y | +295.1% | +164.5% | +130.6% | +53.4% |
| All | +704.5% | +804.1% | -99.6% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling