+158.8%
EXPE vs SCHG
+84.7%
+74.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | -8.7% | -2.7% | -5.9% | -6.2% |
| 30D | -13.6% | -2.2% | -11.4% | -11.8% |
| 3M | +26.6% | +6.2% | +20.5% | +19.4% |
| 6M | +19.9% | +13.4% | +6.6% | +5.7% |
| YTD | -1.7% | +7.1% | -8.8% | -8.1% |
| 1Y | +29.4% | +12.5% | +16.9% | +15.2% |
| All | +158.8% | +84.7% | +74.1% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling