+149.7%
XBI vs SCHW
+301.0%
-151.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -1.9% | -2.8% | -4.0% |
| 30D | -2.0% | -1.6% | -0.4% | -1.6% |
| 3M | +17.8% | +21.3% | -3.5% | +9.6% |
| 6M | +23.7% | +16.5% | +7.2% | +16.4% |
| YTD | +28.2% | +8.4% | +19.8% | +23.4% |
| 1Y | +64.0% | +15.6% | +48.3% | +54.0% |
| 3Y | +99.4% | +86.8% | +12.6% | +54.7% |
| 5Y | +19.3% | +60.5% | -41.2% | -5.6% |
| All | +149.7% | +301.0% | -151.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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