+1,084.6%
XLI vs SCHW
+739.9%
+344.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | -2.3% | -2.8% | +0.5% | -1.5% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | +0.8% | +20.6% | -19.8% | -4.8% |
| 6M | +0.8% | +15.9% | -15.1% | -4.0% |
| YTD | +10.5% | +8.5% | +2.0% | +7.1% |
| 1Y | +14.1% | +17.8% | -3.7% | +7.8% |
| 3Y | +68.6% | +88.5% | -19.9% | +36.8% |
| 5Y | +80.4% | +60.6% | +19.8% | +48.5% |
| 10Y | +254.6% | +298.0% | -43.4% | +118.4% |
| All | +1,084.6% | +739.9% | +344.8% | +359.2% |
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 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