+75.5%
EXPD vs SM
-20.8%
+96.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -3.9% |
| 7D | -4.8% | -25.1% | +20.3% | -1.7% |
| 30D | -1.5% | -15.6% | +14.1% | +0.2% |
| 3M | +4.1% | +2.7% | +1.4% | +3.1% |
| 6M | +24.0% | -3.8% | +27.9% | +23.1% |
| YTD | +27.4% | +61.8% | -34.4% | +16.6% |
| 1Y | +38.4% | +71.4% | -33.0% | +25.3% |
| All | +75.5% | -20.8% | +96.3% | +65.8% |
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