+1,455.3%
XLK vs SCHW
+739.9%
+715.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.7% |
| 7D | -0.4% | -2.8% | +2.4% | +0.5% |
| 30D | -0.5% | -0.1% | -0.4% | -0.6% |
| 3M | +5.0% | +20.6% | -15.6% | -2.1% |
| 6M | +32.9% | +15.9% | +16.9% | +25.0% |
| YTD | +29.0% | +8.5% | +20.5% | +24.0% |
| 1Y | +37.8% | +17.8% | +20.0% | +28.6% |
| 3Y | +118.7% | +88.5% | +30.1% | +70.6% |
| 5Y | +145.6% | +60.6% | +84.9% | +94.8% |
| 10Y | +791.5% | +298.0% | +493.5% | +383.4% |
| All | +1,455.3% | +739.9% | +715.4% | +347.9% |
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