+328.6%
EXPD vs SBAC
+110.3%
+218.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | +3.6% | -3.4% | +7.0% | +4.5% |
| 30D | +0.3% | +2.6% | -2.3% | -0.5% |
| 3M | +6.1% | +2.6% | +3.5% | +5.0% |
| 6M | +27.4% | -11.5% | +38.9% | +30.4% |
| YTD | +32.0% | -1.6% | +33.6% | +30.1% |
| 1Y | +40.5% | -5.1% | +45.6% | +39.8% |
| 3Y | +75.7% | -9.3% | +85.0% | +73.5% |
| 5Y | +61.7% | -41.0% | +102.7% | +79.4% |
| All | +328.6% | +110.3% | +218.3% | +276.7% |
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