+73.9%
SCHG vs EXPD
+62.8%
+11.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.7% |
| 7D | -0.9% | -1.6% | +0.7% | -0.3% |
| 30D | -5.9% | +0.6% | -6.5% | -6.2% |
| 3M | -3.4% | +9.8% | -13.2% | -6.7% |
| 6M | +1.1% | +25.8% | -24.7% | -7.4% |
| YTD | +5.9% | +31.3% | -25.4% | -5.9% |
| 1Y | +4.6% | +40.9% | -36.3% | -9.8% |
| 3Y | +80.6% | +74.7% | +5.9% | +36.7% |
| 5Y | +73.9% | +62.9% | +11.1% | +27.4% |
| All | +73.9% | +62.8% | +11.1% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling