+62.9%
EXPD vs SFM
+111.2%
-48.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.6% |
| 7D | -1.6% | -7.1% | +5.5% | -1.0% |
| 30D | +0.6% | -21.4% | +22.0% | +2.2% |
| 3M | +9.8% | -40.1% | +49.9% | +14.0% |
| 6M | +25.8% | -38.0% | +63.8% | +29.8% |
| YTD | +31.3% | -36.5% | +67.8% | +34.9% |
| 1Y | +40.9% | -35.2% | +76.1% | +44.5% |
| 3Y | +74.7% | +23.5% | +51.3% | +53.2% |
| 5Y | +62.9% | +109.7% | -46.8% | +23.1% |
| All | +62.9% | +111.2% | -48.3% | +23.1% |
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 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