+226.0%
XLE vs SCHW
+57.2%
+168.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.5% | -2.8% | +3.2% | +1.2% |
| 30D | +6.6% | -0.1% | +6.6% | +6.5% |
| 3M | +12.3% | +20.6% | -8.3% | +6.8% |
| 6M | +18.4% | +15.9% | +2.4% | +13.3% |
| YTD | +47.2% | +8.5% | +38.7% | +43.1% |
| 1Y | +50.3% | +17.8% | +32.4% | +42.5% |
| 3Y | +55.3% | +88.5% | -33.2% | +27.8% |
| 5Y | +226.0% | +60.6% | +165.3% | +149.8% |
| All | +226.0% | +57.2% | +168.7% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling