+332.6%
EXPD vs SBAC
+97.3%
+235.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -5.5% | +3.0% | -8.4% | -6.2% |
| 30D | -1.9% | +4.3% | -6.2% | -3.0% |
| 3M | +6.1% | +4.1% | +1.9% | +4.7% |
| 6M | +21.6% | -11.6% | +33.2% | +24.6% |
| YTD | +27.9% | +0.4% | +27.5% | +25.5% |
| 1Y | +39.4% | -1.1% | +40.5% | +37.2% |
| 3Y | +72.7% | -7.3% | +79.9% | +69.7% |
| 5Y | +60.3% | -40.8% | +101.1% | +77.6% |
| 10Y | +332.6% | +103.0% | +229.6% | +296.7% |
| All | +332.6% | +97.3% | +235.3% | +296.7% |
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