+187.9%
SCHW vs XLP
+139.1%
+48.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.6% |
| 7D | +2.0% | +2.5% | -0.5% | -0.1% |
| 30D | -3.6% | +7.3% | -10.9% | -9.2% |
| 3M | -15.0% | +8.1% | -23.1% | -20.5% |
| 6M | +2.6% | +10.5% | -7.8% | -6.2% |
| YTD | -5.7% | +21.2% | -26.9% | -21.1% |
| 1Y | -0.9% | +22.7% | -23.6% | -18.1% |
| 3Y | +79.4% | +44.8% | +34.6% | +24.4% |
| 5Y | +21.2% | +44.7% | -23.5% | -15.8% |
| All | +187.9% | +139.1% | +48.8% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling