+1,135.8%
SCHG vs EXPD
+563.5%
+572.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -0.7% | -1.1% | +0.4% | -0.2% |
| 30D | +0.2% | +4.1% | -3.8% | -1.6% |
| 3M | +2.2% | +17.9% | -15.7% | -5.3% |
| 6M | +15.0% | +29.2% | -14.2% | +1.6% |
| YTD | +9.2% | +27.4% | -18.2% | -4.0% |
| 1Y | +15.7% | +56.8% | -41.1% | -8.5% |
| 3Y | +87.3% | +68.0% | +19.2% | +40.2% |
| 5Y | +84.5% | +61.9% | +22.6% | +37.6% |
| 10Y | +448.7% | +316.0% | +132.7% | +153.6% |
| All | +1,135.8% | +563.5% | +572.3% | +348.4% |
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 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