+192.9%
XOM vs SCHG
+459.0%
-266.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +4.1% | -1.0% | +5.1% | +4.5% |
| 30D | +4.6% | -1.3% | +5.8% | +5.1% |
| 3M | +14.0% | +5.4% | +8.5% | +10.9% |
| 6M | +11.0% | +14.4% | -3.5% | +3.4% |
| YTD | +40.7% | +8.0% | +32.7% | +34.4% |
| 1Y | +52.3% | +12.7% | +39.6% | +42.1% |
| 3Y | +60.5% | +85.6% | -25.1% | +12.4% |
| 5Y | +266.4% | +85.5% | +180.9% | +149.6% |
| All | +192.9% | +459.0% | -266.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling