+81.8%
XLI vs SCHW
+59.3%
+22.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -7.3% | -1.6% | -5.6% | -6.9% |
| 3M | -1.3% | +21.3% | -22.6% | -6.7% |
| 6M | +2.2% | +16.5% | -14.3% | -2.6% |
| YTD | +11.7% | +8.4% | +3.3% | +8.5% |
| 1Y | +14.3% | +15.6% | -1.4% | +8.7% |
| 3Y | +70.3% | +86.8% | -16.5% | +39.2% |
| All | +81.8% | +59.3% | +22.6% | +47.1% |
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