+177.8%
XLE vs SCHW
+301.0%
-123.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.7% | -1.9% | +3.6% | +2.5% |
| 30D | +6.7% | -1.6% | +8.4% | +7.3% |
| 3M | +14.9% | +21.3% | -6.4% | +5.2% |
| 6M | +15.9% | +16.5% | -0.6% | +7.3% |
| YTD | +47.7% | +8.4% | +39.3% | +40.4% |
| 1Y | +50.7% | +15.6% | +35.1% | +38.9% |
| 3Y | +57.9% | +86.8% | -29.0% | +13.3% |
| 5Y | +227.0% | +60.5% | +166.5% | +133.0% |
| All | +177.8% | +301.0% | -123.2% | +16.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling