+889.2%
XLV vs SCHW
+739.2%
+150.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -1.9% | -1.7% | -3.2% |
| 30D | -1.8% | -1.6% | -0.2% | -1.5% |
| 3M | +7.8% | +21.3% | -13.5% | +3.4% |
| 6M | +9.1% | +16.5% | -7.4% | +5.4% |
| YTD | +7.7% | +8.4% | -0.7% | +5.4% |
| 1Y | +20.4% | +15.6% | +4.8% | +16.1% |
| 3Y | +30.8% | +86.8% | -56.1% | +12.5% |
| 5Y | +34.6% | +60.5% | -25.9% | +16.2% |
| 10Y | +173.4% | +297.7% | -124.4% | +87.0% |
| All | +889.2% | +739.2% | +150.0% | +346.1% |
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 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