+294.9%
SCHW vs XLP
+107.2%
+187.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -1.9% | -1.4% | -0.4% | -0.7% |
| 30D | -1.6% | -2.0% | +0.4% | 0.0% |
| 3M | +21.3% | -1.5% | +22.8% | +22.5% |
| 6M | +16.5% | -0.2% | +16.7% | +15.9% |
| YTD | +8.4% | +8.7% | -0.3% | -0.4% |
| 1Y | +15.6% | +6.3% | +9.3% | +8.0% |
| 3Y | +86.8% | +25.1% | +61.8% | +48.0% |
| 5Y | +60.5% | +32.4% | +28.1% | +20.7% |
| All | +294.9% | +107.2% | +187.7% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded XLP 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling