+59.5%
SCHW vs XLU
+42.8%
+16.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -1.9% | -1.6% | -0.3% | -1.2% |
| 30D | -1.6% | -3.3% | +1.7% | -0.3% |
| 3M | +21.3% | -3.2% | +24.4% | +22.6% |
| 6M | +16.5% | -7.0% | +23.4% | +19.5% |
| YTD | +8.4% | +0.6% | +7.8% | +6.6% |
| 1Y | +15.6% | +2.4% | +13.2% | +12.4% |
| 3Y | +86.8% | +46.3% | +40.6% | +48.8% |
| All | +59.5% | +42.8% | +16.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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