+712.6%
EXPE vs SCHG
+1,127.0%
-414.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | -11.5% | -0.9% | -10.6% | -10.7% |
| 30D | -13.1% | -2.3% | -10.8% | -11.0% |
| 3M | +18.1% | +4.5% | +13.6% | +12.7% |
| 6M | +13.3% | +13.6% | -0.3% | -1.3% |
| YTD | -3.2% | +7.6% | -10.8% | -10.4% |
| 1Y | +26.1% | +13.0% | +13.1% | +10.7% |
| 3Y | +151.7% | +87.0% | +64.7% | +29.0% |
| 5Y | +88.3% | +82.9% | +5.5% | -1.3% |
| 10Y | +158.0% | +453.6% | -295.6% | -61.9% |
| All | +712.6% | +1,127.0% | -414.4% | -49.8% |
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