+26,125.1%
EXPD vs SM
+1,289.1%
+24,836.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -4.0% |
| 7D | -4.8% | -25.1% | +20.3% | -2.0% |
| 30D | -1.5% | -15.6% | +14.1% | 0.0% |
| 3M | +4.1% | +2.7% | +1.4% | +3.4% |
| 6M | +24.0% | -3.8% | +27.9% | +23.4% |
| YTD | +27.4% | +61.8% | -34.4% | +19.5% |
| 1Y | +38.4% | +71.4% | -33.0% | +28.8% |
| 3Y | +73.2% | -20.7% | +93.9% | +71.4% |
| 5Y | +59.9% | -11.5% | +71.4% | +52.0% |
| 10Y | +319.9% | +10.2% | +309.7% | +207.4% |
| All | +26,125.1% | +1,289.1% | +24,836.0% | +13,649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling