+832.1%
SCHW vs XRT
+491.2%
+340.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +1.0% |
| 7D | -1.6% | -2.4% | +0.8% | +0.3% |
| 30D | -1.1% | -6.9% | +5.9% | +4.5% |
| 3M | +20.4% | -0.4% | +20.8% | +19.9% |
| 6M | +13.6% | +2.2% | +11.4% | +10.1% |
| YTD | +7.7% | -0.7% | +8.4% | +6.6% |
| 1Y | +15.2% | -2.0% | +17.2% | +14.5% |
| 3Y | +87.1% | +41.0% | +46.1% | +33.4% |
| 5Y | +57.5% | -3.3% | +60.8% | +45.9% |
| 10Y | +295.1% | +124.8% | +170.3% | +49.0% |
| All | +832.1% | +491.2% | +340.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling