+72.7%
EXPD vs SHAK
+36.6%
+36.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.3% | -4.6% | +1.8% |
| 7D | -5.5% | +6.5% | -11.9% | -6.2% |
| 30D | -1.9% | +15.3% | -17.2% | -3.6% |
| 3M | +6.1% | +8.5% | -2.4% | +4.8% |
| 6M | +21.6% | +10.0% | +11.6% | +19.4% |
| YTD | +27.9% | -5.0% | +32.8% | +26.8% |
| 1Y | +39.4% | -15.3% | +54.7% | +40.0% |
| 3Y | +72.7% | +40.7% | +32.0% | +58.1% |
| All | +72.7% | +36.6% | +36.0% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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