+312.6%
EXPD vs SFM
+256.7%
+55.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.6% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +4.1% | -4.4% | +8.4% | +4.5% |
| 3M | +17.9% | +1.5% | +16.4% | +17.3% |
| 6M | +29.2% | +6.5% | +22.8% | +27.6% |
| YTD | +27.4% | +2.2% | +25.2% | +26.1% |
| 1Y | +56.8% | -41.9% | +98.7% | +65.1% |
| 3Y | +68.0% | +106.8% | -38.7% | +46.4% |
| 5Y | +61.9% | +231.6% | -169.7% | +30.0% |
| All | +312.6% | +256.7% | +55.9% | +219.3% |
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