+435.6%
EXPD vs SFM
+47.4%
+388.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.1% | +0.7% | -3.9% |
| 7D | -4.8% | +7.5% | -12.3% | -5.6% |
| 30D | -1.5% | -20.8% | +19.3% | +0.4% |
| 3M | +4.1% | -39.4% | +43.5% | +9.0% |
| 6M | +24.0% | -34.5% | +58.5% | +28.3% |
| YTD | +27.4% | -35.2% | +62.6% | +31.5% |
| 1Y | +38.4% | -35.3% | +73.7% | +42.7% |
| 3Y | +73.2% | +23.9% | +49.3% | +59.4% |
| 5Y | +59.9% | +113.8% | -54.0% | +34.8% |
| 10Y | +319.9% | +152.0% | +168.0% | +236.5% |
| All | +435.6% | +47.4% | +388.2% | +354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling