+71.5%
EXPD vs SM
-20.0%
+91.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.4% |
| 7D | -7.2% | -25.9% | +18.7% | -4.1% |
| 30D | -3.3% | -15.1% | +11.9% | -1.7% |
| 3M | +3.4% | +4.9% | -1.5% | +2.2% |
| 6M | +22.7% | +6.1% | +16.6% | +20.3% |
| YTD | +24.5% | +63.4% | -38.9% | +13.8% |
| 1Y | +38.6% | +72.5% | -33.8% | +25.5% |
| 3Y | +71.5% | -16.9% | +88.4% | +61.8% |
| All | +71.5% | -20.0% | +91.5% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling