+910.3%
XBI vs SCHW
+896.1%
+14.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -4.6% | -2.8% | -1.8% | -3.6% |
| 30D | -0.8% | -0.1% | -0.7% | -0.9% |
| 3M | +21.8% | +20.6% | +1.2% | +13.3% |
| 6M | +23.2% | +15.9% | +7.2% | +15.8% |
| YTD | +28.7% | +8.5% | +20.2% | +23.6% |
| 1Y | +67.8% | +17.8% | +49.9% | +56.1% |
| 3Y | +100.6% | +88.5% | +12.1% | +54.1% |
| 5Y | +19.8% | +60.6% | -40.8% | -6.2% |
| 10Y | +159.7% | +298.0% | -138.3% | +34.5% |
| All | +910.3% | +896.1% | +14.2% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling