+44,596.7%
SCHW vs EXPD
+31,808.5%
+12,788.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.4% |
| 7D | -0.6% | -1.6% | +0.9% | -0.1% |
| 30D | -4.4% | +0.6% | -5.0% | -4.8% |
| 3M | -13.6% | +9.8% | -23.4% | -16.9% |
| 6M | +5.9% | +25.8% | -19.8% | -3.8% |
| YTD | -6.2% | +31.3% | -37.5% | -17.3% |
| 1Y | -2.2% | +40.9% | -43.2% | -16.3% |
| 3Y | +76.9% | +74.7% | +2.2% | +36.1% |
| 5Y | +21.6% | +62.9% | -41.3% | -5.2% |
| 10Y | +191.7% | +334.3% | -142.7% | +54.1% |
| All | +44,596.7% | +31,808.5% | +12,788.2% | +10,017.8% |
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