+1,085.5%
SCHG vs EXPD
+584.6%
+500.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | +2.7% | +5.5% | -2.8% | +0.3% |
| 30D | -5.2% | -0.8% | -4.4% | -4.9% |
| 3M | -5.2% | +4.1% | -9.3% | -7.0% |
| 6M | -0.6% | +25.7% | -26.3% | -10.8% |
| YTD | +4.7% | +31.4% | -26.7% | -9.3% |
| 1Y | +6.0% | +42.2% | -36.2% | -11.6% |
| 3Y | +78.9% | +77.2% | +1.7% | +30.5% |
| 5Y | +69.9% | +61.0% | +8.9% | +27.5% |
| 10Y | +433.0% | +334.8% | +98.2% | +141.3% |
| All | +1,085.5% | +584.6% | +500.9% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling