+47.2%
EXPD vs SM
+70.4%
-23.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.3% | +12.1% | -2.4% |
| 7D | +0.3% | -21.5% | +21.8% | +1.5% |
| 30D | +1.8% | -11.4% | +13.2% | +2.4% |
| 3M | +8.9% | +0.6% | +8.3% | +8.7% |
| 6M | +42.2% | +0.2% | +42.0% | +41.5% |
| YTD | +33.4% | +69.7% | -36.3% | +25.7% |
| 1Y | +47.2% | +71.6% | -24.4% | +40.1% |
| All | +47.2% | +70.4% | -23.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling