+30.8%
XLV vs SCHW
+86.6%
-55.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -1.9% | -1.7% | -3.3% |
| 30D | -1.8% | -1.6% | -0.2% | -1.6% |
| 3M | +7.8% | +21.3% | -13.5% | +4.9% |
| 6M | +9.1% | +16.5% | -7.4% | +6.7% |
| YTD | +7.7% | +8.4% | -0.7% | +6.3% |
| 1Y | +20.4% | +15.6% | +4.8% | +17.6% |
| 3Y | +30.8% | +86.8% | -56.1% | +18.4% |
| All | +30.8% | +86.6% | -55.9% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling