+294.9%
SCHW vs XPO
+1,516.3%
-1,221.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -5.7% | +3.8% | -0.2% |
| 30D | -1.6% | -12.8% | +11.2% | +2.2% |
| 3M | +21.3% | -20.0% | +41.2% | +28.6% |
| 6M | +16.5% | -6.0% | +22.5% | +16.6% |
| YTD | +8.4% | +34.0% | -25.6% | -3.7% |
| 1Y | +15.6% | +35.6% | -19.9% | +1.5% |
| 3Y | +86.8% | +152.3% | -65.4% | +24.4% |
| 5Y | +60.5% | +264.4% | -203.9% | -11.6% |
| All | +294.9% | +1,516.3% | -1,221.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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