+559.1%
SCHD vs EXPE
+655.4%
-96.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.9% | +6.8% | +0.1% |
| 7D | -1.1% | -9.8% | +8.6% | +0.4% |
| 30D | +1.5% | -11.5% | +13.0% | +3.3% |
| 3M | +7.4% | +21.7% | -14.3% | +3.7% |
| 6M | +12.4% | +10.4% | +2.0% | +9.8% |
| YTD | +27.5% | -2.5% | +30.1% | +26.1% |
| 1Y | +30.0% | +27.3% | +2.7% | +22.3% |
| 3Y | +56.5% | +153.5% | -97.0% | +27.9% |
| 5Y | +60.7% | +91.1% | -30.4% | +32.9% |
| 10Y | +237.8% | +153.1% | +84.7% | +149.2% |
| All | +559.1% | +655.4% | -96.3% | +328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling