+52.6%
XOM vs SCHW
+1.9%
+50.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.6% | -9.2% | -4.5% |
| 7D | -7.0% | +5.2% | -12.2% | -6.9% |
| 30D | +3.2% | -4.7% | +7.9% | +3.5% |
| 3M | +10.7% | -11.9% | +22.6% | +11.3% |
| 6M | +11.6% | +2.7% | +8.9% | +11.6% |
| YTD | +43.5% | -5.6% | +49.1% | +42.2% |
| 1Y | +52.6% | +0.8% | +51.8% | +48.5% |
| All | +52.6% | +1.9% | +50.7% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling