+839.0%
SCHW vs XME
+231.2%
+607.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +2.5% |
| 7D | -2.8% | -3.0% | +0.3% | -1.4% |
| 30D | -0.1% | -2.6% | +2.5% | +0.8% |
| 3M | +20.6% | +2.2% | +18.4% | +17.9% |
| 6M | +15.9% | +0.7% | +15.2% | +12.5% |
| YTD | +8.5% | +10.9% | -2.4% | -0.5% |
| 1Y | +17.8% | +35.7% | -17.9% | -3.0% |
| 3Y | +88.5% | +127.1% | -38.6% | +17.6% |
| 5Y | +60.6% | +168.5% | -107.8% | -11.1% |
| 10Y | +298.0% | +416.9% | -118.9% | +50.6% |
| All | +839.0% | +231.2% | +607.8% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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