+344.9%
XOM vs SCHG
+1,121.7%
-776.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.9% | -2.7% | +4.6% | +3.4% |
| 30D | +4.1% | -2.2% | +6.3% | +5.2% |
| 3M | +10.4% | +6.2% | +4.2% | +6.3% |
| 6M | +13.0% | +13.4% | -0.3% | +4.1% |
| YTD | +40.1% | +7.1% | +32.9% | +32.8% |
| 1Y | +51.1% | +12.5% | +38.6% | +38.8% |
| 3Y | +57.7% | +86.2% | -28.5% | +2.8% |
| 5Y | +264.7% | +83.9% | +180.8% | +130.2% |
| 10Y | +193.1% | +451.3% | -258.2% | -26.2% |
| All | +344.9% | +1,121.7% | -776.8% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling