+59.2%
EXPD vs SHAK
-22.1%
+81.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.1% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +4.1% | -5.2% | +9.3% | +4.8% |
| 3M | +13.8% | +27.3% | -13.5% | +9.7% |
| 6M | +27.3% | -27.9% | +55.2% | +31.1% |
| YTD | +25.4% | -17.0% | +42.4% | +26.7% |
| 1Y | +54.4% | -30.9% | +85.3% | +59.6% |
| 3Y | +67.9% | +3.4% | +64.5% | +57.8% |
| 5Y | +59.2% | -20.5% | +79.7% | +41.4% |
| All | +59.2% | -22.1% | +81.3% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling