+294.9%
SCHW vs XYZ
+610.4%
-315.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -4.3% | +2.4% | -1.0% |
| 30D | -1.6% | +1.2% | -2.8% | -2.0% |
| 3M | +21.3% | +14.6% | +6.6% | +17.6% |
| 6M | +16.5% | +22.6% | -6.1% | +11.0% |
| YTD | +8.4% | +21.7% | -13.3% | +2.7% |
| 1Y | +15.6% | +6.7% | +8.9% | +11.9% |
| 3Y | +86.8% | +46.8% | +40.0% | +62.6% |
| 5Y | +60.5% | -68.0% | +128.6% | +73.0% |
| All | +294.9% | +610.4% | -315.5% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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