+42.2%
EXPD vs SPY
+12.1%
+30.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +5.5% | +2.6% | +2.9% | +4.0% |
| 30D | -0.8% | -2.0% | +1.2% | +0.3% |
| 3M | +4.1% | -2.8% | +6.9% | +5.8% |
| 6M | +25.7% | +2.1% | +23.5% | +24.1% |
| YTD | +31.4% | +11.5% | +19.9% | +25.6% |
| 1Y | +42.2% | +13.5% | +28.7% | +33.9% |
| All | +42.2% | +12.1% | +30.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling