+60.3%
EXPD vs SM
-13.5%
+73.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.0% |
| 7D | -5.5% | -22.3% | +16.8% | -2.7% |
| 30D | -1.9% | -21.4% | +19.5% | +0.7% |
| 3M | +6.1% | +1.4% | +4.7% | +5.3% |
| 6M | +21.6% | +0.1% | +21.5% | +20.2% |
| YTD | +27.9% | +59.0% | -31.1% | +18.0% |
| 1Y | +39.4% | +64.3% | -24.9% | +27.8% |
| 3Y | +72.7% | -13.1% | +85.8% | +67.2% |
| 5Y | +60.3% | -13.9% | +74.2% | +54.2% |
| All | +60.3% | -13.5% | +73.8% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling