+295.2%
SCHW vs EXPD
+324.8%
-29.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.8% | +1.2% | -3.9% | -3.3% |
| 30D | -0.1% | +6.8% | -6.9% | -3.1% |
| 3M | +20.6% | +14.9% | +5.6% | +12.5% |
| 6M | +15.9% | +34.6% | -18.7% | -0.3% |
| YTD | +8.5% | +27.7% | -19.2% | -5.4% |
| 1Y | +17.8% | +57.7% | -39.8% | -8.5% |
| 3Y | +88.5% | +70.9% | +17.6% | +35.7% |
| 5Y | +60.6% | +59.5% | +1.1% | +16.8% |
| All | +295.2% | +324.8% | -29.6% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling