+323.0%
EXPD vs SFM
+138.5%
+184.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -7.4% | -6.9% | -0.5% | -6.8% |
| 30D | -2.1% | -25.0% | +22.9% | +0.3% |
| 3M | +5.7% | -42.7% | +48.4% | +11.1% |
| 6M | +21.4% | -41.0% | +62.4% | +26.8% |
| YTD | +27.6% | -38.7% | +66.3% | +32.3% |
| 1Y | +36.1% | -38.1% | +74.3% | +40.9% |
| 3Y | +69.9% | +19.3% | +50.5% | +55.4% |
| 5Y | +59.7% | +103.1% | -43.4% | +33.3% |
| 10Y | +323.0% | +131.1% | +192.0% | +244.5% |
| All | +323.0% | +138.5% | +184.5% | +244.5% |
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