+294.9%
SCHW vs XLY
+220.9%
+74.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -1.9% | -1.7% | -0.2% | -0.6% |
| 30D | -1.6% | -4.2% | +2.6% | +1.5% |
| 3M | +21.3% | -2.7% | +23.9% | +23.1% |
| 6M | +16.5% | -0.6% | +17.1% | +15.6% |
| YTD | +8.4% | -5.0% | +13.4% | +11.1% |
| 1Y | +15.6% | -4.1% | +19.7% | +17.0% |
| 3Y | +86.8% | +33.6% | +53.2% | +41.9% |
| 5Y | +60.5% | +28.7% | +31.8% | +22.3% |
| All | +294.9% | +220.9% | +74.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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