+0.8%
SCHW vs EXPD
+53.8%
-53.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +4.9% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | -4.7% | +1.8% | -6.5% | -5.0% |
| 3M | -11.9% | +8.9% | -20.9% | -12.7% |
| 6M | +2.7% | +42.2% | -39.5% | -1.1% |
| YTD | -5.6% | +33.4% | -39.0% | -8.8% |
| 1Y | +0.8% | +47.2% | -46.4% | -3.0% |
| All | +0.8% | +53.8% | -53.0% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling