+839.0%
SCHW vs XOP
+87.5%
+751.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -2.8% | +1.6% | -4.4% | -3.5% |
| 30D | -0.1% | +9.6% | -9.6% | -4.1% |
| 3M | +20.6% | +16.9% | +3.7% | +11.8% |
| 6M | +15.9% | +24.0% | -8.1% | +3.7% |
| YTD | +8.5% | +56.2% | -47.7% | -12.9% |
| 1Y | +17.8% | +51.8% | -33.9% | -4.6% |
| 3Y | +88.5% | +37.0% | +51.6% | +56.0% |
| 5Y | +60.6% | +163.4% | -102.8% | -6.7% |
| 10Y | +298.0% | +56.6% | +241.4% | +149.6% |
| All | +839.0% | +87.5% | +751.5% | +332.4% |
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