+59.9%
EXPD vs SM
-8.9%
+68.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -3.9% |
| 7D | -4.8% | -25.1% | +20.3% | -1.6% |
| 30D | -1.5% | -15.6% | +14.1% | +0.3% |
| 3M | +4.1% | +2.7% | +1.4% | +3.2% |
| 6M | +24.0% | -3.8% | +27.9% | +23.2% |
| YTD | +27.4% | +61.8% | -34.4% | +17.3% |
| 1Y | +38.4% | +71.4% | -33.0% | +26.2% |
| 3Y | +73.2% | -20.7% | +93.9% | +69.6% |
| 5Y | +59.9% | -11.5% | +71.4% | +52.6% |
| All | +59.9% | -8.9% | +68.7% | +52.6% |
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