+192.9%
XOM vs SCHW
+301.0%
-108.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.1% | -1.9% | +6.0% | +4.8% |
| 30D | +4.6% | -1.6% | +6.2% | +5.1% |
| 3M | +14.0% | +21.3% | -7.3% | +6.0% |
| 6M | +11.0% | +16.5% | -5.5% | +4.1% |
| YTD | +40.7% | +8.4% | +32.3% | +35.0% |
| 1Y | +52.3% | +15.6% | +36.7% | +42.4% |
| 3Y | +60.5% | +86.8% | -26.4% | +21.1% |
| 5Y | +266.4% | +60.5% | +205.9% | +174.9% |
| All | +192.9% | +301.0% | -108.1% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling