+295.2%
SCHW vs XRT
+125.1%
+170.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -2.8% | -3.6% | +0.8% | -0.7% |
| 30D | -0.1% | -6.7% | +6.6% | +4.0% |
| 3M | +20.6% | -1.4% | +22.0% | +21.0% |
| 6M | +15.9% | +1.7% | +14.2% | +13.7% |
| YTD | +8.5% | -1.5% | +10.0% | +8.4% |
| 1Y | +17.8% | -2.5% | +20.3% | +17.9% |
| 3Y | +88.5% | +39.9% | +48.6% | +47.9% |
| 5Y | +60.6% | -2.6% | +63.2% | +53.9% |
| All | +295.2% | +125.1% | +170.1% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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