+301.7%
EXPD vs SBAC
+93.8%
+207.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.8% |
| 7D | -7.2% | +1.2% | -8.4% | -7.5% |
| 30D | -3.3% | +11.2% | -14.4% | -6.0% |
| 3M | +3.4% | +4.5% | -1.1% | +1.9% |
| 6M | +22.7% | -12.2% | +34.9% | +25.8% |
| YTD | +24.5% | -0.1% | +24.7% | +22.3% |
| 1Y | +38.6% | -0.3% | +38.9% | +36.1% |
| 3Y | +71.5% | -8.7% | +80.2% | +69.3% |
| 5Y | +56.2% | -40.2% | +96.4% | +72.5% |
| All | +301.7% | +93.8% | +207.9% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling