+47.0%
XOP vs SCHG
+1,121.7%
-1,074.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.6% |
| 7D | +1.6% | -2.7% | +4.4% | +4.4% |
| 30D | +9.6% | -2.2% | +11.8% | +11.8% |
| 3M | +16.9% | +6.2% | +10.8% | +9.2% |
| 6M | +24.0% | +13.4% | +10.7% | +6.8% |
| YTD | +56.2% | +7.1% | +49.1% | +41.8% |
| 1Y | +51.8% | +12.5% | +39.3% | +30.3% |
| 3Y | +37.0% | +86.2% | -49.2% | -33.4% |
| 5Y | +163.4% | +83.9% | +79.5% | +22.8% |
| 10Y | +56.6% | +451.3% | -394.7% | -84.2% |
| All | +47.0% | +1,121.7% | -1,074.7% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling