+4,419.1%
XOM vs SCHW
+52,067.9%
-47,648.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.9% | -2.8% | +4.6% | +2.4% |
| 30D | +4.1% | -0.1% | +4.1% | +4.0% |
| 3M | +10.4% | +20.6% | -10.2% | +6.7% |
| 6M | +13.0% | +15.9% | -2.9% | +9.8% |
| YTD | +40.1% | +8.5% | +31.6% | +37.4% |
| 1Y | +51.1% | +17.8% | +33.3% | +46.0% |
| 3Y | +57.7% | +88.5% | -30.8% | +38.9% |
| 5Y | +264.7% | +60.6% | +204.1% | +224.1% |
| 10Y | +193.1% | +298.0% | -105.0% | +123.6% |
| All | +4,419.1% | +52,067.9% | -47,648.8% | +2,247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling