+55.0%
XOP vs SCHG
+459.0%
-404.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.5% |
| 7D | +2.6% | -1.0% | +3.7% | +3.4% |
| 30D | +9.6% | -1.3% | +10.9% | +10.5% |
| 3M | +20.4% | +5.4% | +14.9% | +14.7% |
| 6M | +19.9% | +14.4% | +5.5% | +5.7% |
| YTD | +56.4% | +8.0% | +48.4% | +44.1% |
| 1Y | +52.4% | +12.7% | +39.7% | +35.1% |
| 3Y | +39.9% | +85.6% | -45.7% | -21.2% |
| 5Y | +163.7% | +85.5% | +78.2% | +44.4% |
| All | +55.0% | +459.0% | -404.0% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling