+328.6%
EXPD vs SBAC
+111.6%
+216.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | +3.6% | -2.7% | +6.3% | +4.3% |
| 30D | +0.3% | +3.3% | -3.0% | -0.7% |
| 3M | +6.1% | +3.3% | +2.8% | +4.9% |
| 6M | +27.4% | -10.9% | +38.3% | +30.2% |
| YTD | +32.0% | -1.0% | +33.0% | +29.9% |
| 1Y | +40.5% | -4.5% | +45.0% | +39.6% |
| 3Y | +75.7% | -8.7% | +84.4% | +73.3% |
| 5Y | +61.7% | -40.6% | +102.3% | +79.1% |
| All | +328.6% | +111.6% | +216.9% | +276.1% |
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