+60.3%
SCHD vs EXPE
+90.4%
-30.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -3.1% | -8.7% | +5.6% | -2.0% |
| 30D | -0.8% | -13.6% | +12.8% | +1.0% |
| 3M | +6.2% | +26.6% | -20.4% | +2.6% |
| 6M | +11.8% | +19.9% | -8.1% | +8.5% |
| YTD | +26.0% | -1.7% | +27.7% | +24.9% |
| 1Y | +28.1% | +29.4% | -1.3% | +21.2% |
| 3Y | +54.6% | +155.7% | -101.1% | +28.6% |
| 5Y | +60.3% | +93.1% | -32.8% | +32.3% |
| All | +60.3% | +90.4% | -30.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 5y: compounded portfolio wealth divided by compounded EXPE 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…
5y analysis · Full analysis span regression · 6 months rolling