+42.2%
EXPD vs SFM
-36.8%
+79.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.4% |
| 7D | +5.5% | +6.0% | -0.5% | +5.5% |
| 30D | -0.8% | -19.5% | +18.7% | -1.1% |
| 3M | +4.1% | -37.0% | +41.2% | +3.6% |
| 6M | +25.7% | -41.0% | +66.7% | +24.9% |
| YTD | +31.4% | -34.6% | +66.0% | +37.8% |
| 1Y | +42.2% | -36.3% | +78.4% | +50.1% |
| All | +42.2% | -36.8% | +79.0% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling