+59.7%
EXPD vs SBAC
-40.1%
+99.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -7.4% | +3.6% | -11.0% | -8.1% |
| 30D | -2.1% | +4.9% | -7.0% | -3.2% |
| 3M | +5.7% | +6.5% | -0.8% | +4.1% |
| 6M | +21.4% | -11.1% | +32.5% | +23.8% |
| YTD | +27.6% | +0.9% | +26.7% | +25.5% |
| 1Y | +36.1% | -1.6% | +37.7% | +34.7% |
| 3Y | +69.9% | -7.0% | +76.9% | +66.9% |
| 5Y | +59.7% | -39.2% | +98.9% | +79.1% |
| All | +59.7% | -40.1% | +99.8% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling