+52,550.4%
SCHW vs EXPD
+30,859.1%
+21,691.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -0.8% | -1.1% | +0.3% | -0.3% |
| 30D | +1.5% | +4.1% | -2.6% | -0.2% |
| 3M | +24.6% | +17.9% | +6.7% | +16.3% |
| 6M | +14.5% | +29.2% | -14.7% | +2.6% |
| YTD | +10.5% | +27.4% | -16.9% | -1.2% |
| 1Y | +13.4% | +56.8% | -43.5% | -7.2% |
| 3Y | +88.3% | +68.0% | +20.2% | +47.3% |
| 5Y | +62.1% | +61.9% | +0.2% | +26.6% |
| 10Y | +297.3% | +316.0% | -18.7% | +113.8% |
| All | +52,550.4% | +30,859.1% | +21,691.3% | +11,985.4% |
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