+60.1%
EXPD vs SFM
+116.0%
-55.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | +5.5% | +6.0% | -0.5% | +5.0% |
| 30D | -0.8% | -19.5% | +18.7% | +0.5% |
| 3M | +4.1% | -37.0% | +41.2% | +7.6% |
| 6M | +25.7% | -41.0% | +66.7% | +30.4% |
| YTD | +31.4% | -34.6% | +66.0% | +34.7% |
| 1Y | +42.2% | -36.3% | +78.4% | +46.2% |
| 3Y | +77.2% | +24.5% | +52.6% | +55.6% |
| All | +60.1% | +116.0% | -55.9% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling