+60.1%
EXPD vs SBAC
-39.6%
+99.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +5.5% | +0.6% | +4.9% | +5.4% |
| 30D | -0.8% | +5.5% | -6.3% | -2.0% |
| 3M | +4.1% | +3.1% | +1.1% | +3.2% |
| 6M | +25.7% | -7.0% | +32.7% | +27.0% |
| YTD | +31.4% | +0.5% | +30.9% | +29.3% |
| 1Y | +42.2% | +0.2% | +42.0% | +40.0% |
| 3Y | +77.2% | -7.4% | +84.5% | +74.2% |
| All | +60.1% | -39.6% | +99.7% | +80.1% |
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