+312.6%
EXPD vs SM
+6.6%
+306.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +4.1% | +26.3% | -22.2% | +2.4% |
| 3M | +17.9% | +8.7% | +9.2% | +16.9% |
| 6M | +29.2% | +51.7% | -22.4% | +25.0% |
| YTD | +27.4% | +99.0% | -71.7% | +20.9% |
| 1Y | +56.8% | +34.6% | +22.2% | +52.5% |
| 3Y | +68.0% | -7.8% | +75.8% | +65.3% |
| 5Y | +61.9% | +104.8% | -42.9% | +50.5% |
| All | +312.6% | +6.6% | +306.0% | +253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling