+160.0%
EXPE vs SCHG
+459.0%
-299.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.6% |
| 7D | -5.8% | -1.0% | -4.7% | -4.8% |
| 30D | -13.6% | -1.3% | -12.4% | -12.6% |
| 3M | +25.2% | +5.4% | +19.7% | +18.6% |
| 6M | +22.3% | +14.4% | +7.9% | +6.8% |
| YTD | -0.3% | +8.0% | -8.3% | -7.6% |
| 1Y | +27.8% | +12.7% | +15.1% | +13.4% |
| 3Y | +162.4% | +85.6% | +76.8% | +41.9% |
| 5Y | +95.8% | +85.5% | +10.3% | +5.4% |
| All | +160.0% | +459.0% | -299.0% | -47.6% |
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