+301.7%
EXPD vs SFM
+138.2%
+163.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.6% | -1.8% |
| 7D | -7.2% | -1.2% | -6.0% | -7.1% |
| 30D | -3.3% | -24.8% | +21.5% | -1.0% |
| 3M | +3.4% | -43.7% | +47.1% | +8.9% |
| 6M | +22.7% | -37.3% | +60.0% | +27.4% |
| YTD | +24.5% | -38.4% | +62.9% | +29.1% |
| 1Y | +38.6% | -36.9% | +75.6% | +43.2% |
| 3Y | +71.5% | +20.7% | +50.8% | +56.6% |
| 5Y | +56.2% | +103.5% | -47.2% | +30.3% |
| All | +301.7% | +138.2% | +163.5% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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