+3,534.3%
EXPD vs SBAC
+2,208.1%
+1,326.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | +4.1% | +6.9% | -2.8% | +3.1% |
| 3M | +17.9% | -8.2% | +26.1% | +19.1% |
| 6M | +29.2% | -1.6% | +30.9% | +28.8% |
| YTD | +27.4% | -0.1% | +27.5% | +26.4% |
| 1Y | +56.8% | -0.5% | +57.3% | +55.7% |
| 3Y | +68.0% | -9.1% | +77.1% | +67.5% |
| 5Y | +61.9% | -43.8% | +105.7% | +71.0% |
| 10Y | +316.0% | +80.5% | +235.5% | +275.6% |
| All | +3,534.3% | +2,208.1% | +1,326.1% | +2,277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling