+725.3%
SCHW vs XLP
+523.7%
+201.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.1% |
| 7D | -0.8% | -1.0% | +0.2% | +0.3% |
| 30D | +1.5% | -0.9% | +2.3% | +2.4% |
| 3M | +24.6% | +3.8% | +20.7% | +18.9% |
| 6M | +14.5% | -1.7% | +16.3% | +15.5% |
| YTD | +10.5% | +10.3% | +0.2% | -2.6% |
| 1Y | +13.4% | +7.8% | +5.6% | +2.1% |
| 3Y | +88.3% | +27.2% | +61.1% | +37.6% |
| 5Y | +62.1% | +32.5% | +29.6% | +12.6% |
| 10Y | +297.3% | +101.8% | +195.5% | +63.8% |
| All | +725.3% | +523.7% | +201.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling