+4.4%
SCHG vs EXPD
+41.2%
-36.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +4.6% | +3.6% | +1.0% | +4.1% |
| 30D | -6.2% | +0.3% | -6.5% | -6.3% |
| 3M | -3.5% | +6.1% | -9.6% | -4.1% |
| 6M | +0.9% | +27.4% | -26.4% | -1.4% |
| YTD | +5.6% | +32.0% | -26.4% | +1.8% |
| 1Y | +4.4% | +40.5% | -36.1% | -0.9% |
| All | +4.4% | +41.2% | -36.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling