+17.8%
SCHW vs EXPD
+59.0%
-41.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.8% | +1.2% | -3.9% | -2.9% |
| 30D | -0.1% | +6.8% | -6.9% | -0.6% |
| 3M | +20.6% | +14.9% | +5.6% | +18.9% |
| 6M | +15.9% | +34.6% | -18.7% | +12.3% |
| YTD | +8.5% | +27.7% | -19.2% | +5.7% |
| 1Y | +17.8% | +57.7% | -39.8% | +12.2% |
| All | +17.8% | +59.0% | -41.2% | +12.2% |
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