+553.0%
SCHD vs XOP
+22.2%
+530.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.6% | +1.0% | -3.6% | -2.9% |
| 30D | -0.3% | +10.8% | -11.1% | -2.8% |
| 3M | +6.1% | +19.5% | -13.4% | +1.3% |
| 6M | +11.7% | +21.6% | -9.9% | +5.8% |
| YTD | +26.3% | +55.8% | -29.5% | +12.4% |
| 1Y | +28.8% | +54.6% | -25.9% | +14.5% |
| 3Y | +55.0% | +36.6% | +18.4% | +40.4% |
| 5Y | +60.0% | +160.6% | -100.6% | +20.5% |
| 10Y | +243.1% | +56.2% | +186.9% | +155.0% |
| All | +553.0% | +22.2% | +530.8% | +374.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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