+15.6%
SCHW vs XLC
-0.7%
+16.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | -1.6% | +2.1% | -3.7% | -2.4% |
| 3M | +21.3% | +0.7% | +20.6% | +20.6% |
| 6M | +16.5% | -3.2% | +19.7% | +17.2% |
| YTD | +8.4% | -3.8% | +12.2% | +9.3% |
| 1Y | +15.6% | -2.0% | +17.7% | +15.4% |
| All | +15.6% | -0.7% | +16.3% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling