+1,098.4%
SCHG vs EXPD
+583.9%
+514.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.1% |
| 30D | -5.9% | +0.6% | -6.5% | -6.2% |
| 3M | -3.4% | +9.8% | -13.2% | -7.5% |
| 6M | +1.1% | +25.8% | -24.7% | -9.3% |
| YTD | +5.9% | +31.3% | -25.4% | -8.3% |
| 1Y | +4.6% | +40.9% | -36.3% | -12.4% |
| 3Y | +80.6% | +74.7% | +5.9% | +32.7% |
| 5Y | +73.9% | +62.9% | +11.1% | +29.8% |
| 10Y | +438.8% | +334.3% | +104.4% | +144.0% |
| All | +1,098.4% | +583.9% | +514.5% | +328.3% |
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