+87.0%
SCHW vs EXPE
+153.4%
-66.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.5% |
| 7D | -2.8% | -8.7% | +5.9% | -1.4% |
| 30D | -0.1% | -13.6% | +13.6% | +2.1% |
| 3M | +20.6% | +26.6% | -6.1% | +16.0% |
| 6M | +15.9% | +19.9% | -4.0% | +12.2% |
| YTD | +8.5% | -1.7% | +10.2% | +7.6% |
| 1Y | +17.8% | +29.4% | -11.6% | +11.4% |
| All | +87.0% | +153.4% | -66.4% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling