+20.8%
EXP vs SPY
+71.5%
-50.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | -0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +15.6% | -3.3% | +19.0% | +20.0% |
| 3M | -11.0% | -2.4% | -8.6% | -8.6% |
| 6M | -9.3% | +2.6% | -11.8% | -12.2% |
| YTD | -7.5% | +11.2% | -18.7% | -18.6% |
| 1Y | -7.5% | +13.4% | -20.9% | -20.5% |
| 3Y | +16.9% | +79.9% | -63.0% | -41.6% |
| 5Y | +20.8% | +72.2% | -51.4% | -35.0% |
| All | +20.8% | +71.5% | -50.7% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling