+72.7%
EXPD vs SFM
+23.1%
+49.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.7% |
| 7D | -5.5% | -10.2% | +4.8% | -5.2% |
| 30D | -1.9% | -23.9% | +22.0% | -1.4% |
| 3M | +6.1% | -42.3% | +48.3% | +7.3% |
| 6M | +21.6% | -40.1% | +61.8% | +22.9% |
| YTD | +27.9% | -37.8% | +65.7% | +29.4% |
| 1Y | +39.4% | -37.1% | +76.5% | +40.9% |
| 3Y | +72.7% | +21.5% | +51.1% | +63.2% |
| All | +72.7% | +23.1% | +49.6% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling