+92.0%
SCHW vs XLP
+28.1%
+63.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | +1.5% | -0.9% | +2.3% | +1.8% |
| 3M | +24.6% | +3.8% | +20.7% | +22.9% |
| 6M | +14.5% | -1.7% | +16.3% | +15.3% |
| YTD | +10.5% | +10.3% | +0.2% | +5.6% |
| 1Y | +13.4% | +7.8% | +5.6% | +9.4% |
| All | +92.0% | +28.1% | +63.9% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling