+323.0%
EXPD vs SM
+4.2%
+318.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.3% |
| 7D | -7.4% | -19.5% | +12.1% | -6.1% |
| 30D | -2.1% | -20.2% | +18.1% | -0.7% |
| 3M | +5.7% | -6.5% | +12.2% | +5.9% |
| 6M | +21.4% | +1.6% | +19.8% | +20.6% |
| YTD | +27.6% | +61.2% | -33.6% | +22.6% |
| 1Y | +36.1% | +65.4% | -29.2% | +30.4% |
| 3Y | +69.9% | -13.0% | +82.9% | +67.7% |
| 5Y | +59.7% | -4.3% | +63.9% | +54.7% |
| 10Y | +323.0% | +3.0% | +320.0% | +268.5% |
| All | +323.0% | +4.2% | +318.8% | +268.5% |
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