+60.5%
XOM vs SCHW
+86.6%
-26.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.1% | -1.9% | +6.0% | +4.4% |
| 30D | +4.6% | -1.6% | +6.2% | +4.8% |
| 3M | +14.0% | +21.3% | -7.3% | +10.5% |
| 6M | +11.0% | +16.5% | -5.5% | +8.0% |
| YTD | +40.7% | +8.4% | +32.3% | +38.3% |
| 1Y | +52.3% | +15.6% | +36.7% | +47.8% |
| 3Y | +60.5% | +86.8% | -26.4% | +46.0% |
| All | +60.5% | +86.6% | -26.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling