+82.9%
SCHG vs EXPD
+61.0%
+21.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.1% |
| 7D | -0.9% | +1.2% | -2.0% | -1.3% |
| 30D | -2.3% | +5.2% | -7.5% | -4.1% |
| 3M | +4.5% | +13.2% | -8.7% | -0.2% |
| 6M | +13.6% | +30.3% | -16.8% | +2.4% |
| YTD | +7.6% | +27.0% | -19.5% | -2.9% |
| 1Y | +13.0% | +57.3% | -44.3% | -7.4% |
| 3Y | +87.0% | +70.0% | +17.0% | +43.9% |
| 5Y | +82.9% | +61.6% | +21.3% | +36.0% |
| All | +82.9% | +61.0% | +21.8% | +36.0% |
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