+59.7%
SCHW vs XLP
+33.4%
+26.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.8% |
| 7D | -1.3% | -1.4% | +0.1% | -0.3% |
| 30D | -0.4% | -1.3% | +0.9% | +0.5% |
| 3M | +21.7% | +1.8% | +19.8% | +19.9% |
| 6M | +13.0% | -0.8% | +13.8% | +13.1% |
| YTD | +8.0% | +9.5% | -1.5% | -0.1% |
| 1Y | +15.8% | +7.2% | +8.6% | +8.7% |
| 3Y | +87.7% | +27.1% | +60.6% | +47.9% |
| 5Y | +59.7% | +32.0% | +27.6% | +20.0% |
| All | +59.7% | +33.4% | +26.3% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling